V-Lab: Cheil Grinding Wheel Ind Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Cheil Grinding Wheel Ind Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:30.29% (-0.68%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1679	2.88
$α$	0.0970	3.43
$β$	0.8804	25.93
$γ_{1}$	-0.1435	-0.37
$γ_{2}$	0.0657	0.11
$γ_{3}$	0.0018	0.00
$γ_{4}$	0.1682	0.39
$γ_{5}$	0.4818	1.26
$γ_{6}$	-2.1276	-3.45
$γ_{7}$	3.2865	3.76
$γ_{8}$	-2.4536	-2.60
$γ_{9}$	0.7809	0.79
$γ_{10}$	-0.0996	-0.16

Estimation Period:
Dec 9, 2005 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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