V-Lab: Korea Export Packaging Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Korea Export Packaging Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:23.64% (-0.54%)

Analysis last updated: Wednesday, May 1, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9641	9.24
$α$	0.1237	10.75
$β$	0.8072	44.93
$γ_{1}$	0.0396	2.79
$γ_{2}$	-0.1092	-4.95
$γ_{3}$	0.1263	8.22
$γ_{4}$	-0.0879	-5.88
$γ_{5}$	0.0557	3.84
$γ_{6}$	-0.0343	-3.17

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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