V-Lab: Taewon Mulsan Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Taewon Mulsan Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:26.94% (+1.57%)

Analysis last updated: Saturday, May 4, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6519	6.16
$α$	0.1603	8.62
$β$	0.7497	32.53
$γ_{1}$	0.0468	1.26
$γ_{2}$	-0.0701	-1.28
$γ_{3}$	-0.0310	-0.86
$γ_{4}$	0.1179	3.15
$γ_{5}$	-0.1327	-3.66
$γ_{6}$	0.1761	5.15
$γ_{7}$	-0.2234	-4.35
$γ_{8}$	0.1885	2.41

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts