V-Lab: TS Corp/Korea Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TS Corp/Korea Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:35.23% (+1.43%)

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
$ω$	0.8946	6.95
$α$	0.1269	8.53
$β$	0.8005	31.46
$γ_{1}$	0.0212	0.54
$γ_{2}$	-0.0029	-0.05
$γ_{3}$	-0.1354	-3.01
$γ_{4}$	0.2552	5.26
$γ_{5}$	-0.2189	-4.66
$γ_{6}$	0.0986	1.94
$γ_{7}$	-0.0190	-0.38
$γ_{8}$	0.0470	0.92
$γ_{9}$	-0.0827	-1.90

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts