V-Lab: Choheung Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Choheung Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:15.32% (-0.57%)

Analysis last updated: Saturday, May 4, 2024 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5327	2.78
$α$	0.1639	9.79
$β$	0.7674	33.48
$γ_{1}$	0.1260	1.04
$γ_{2}$	-0.1600	-0.97
$γ_{3}$	-0.0249	-0.25
$γ_{4}$	0.0898	0.95
$γ_{5}$	-0.0126	-0.14
$γ_{6}$	-0.1309	-1.57
$γ_{7}$	0.2738	3.05
$γ_{8}$	-0.3170	-2.89
$γ_{9}$	0.2308	2.21
$γ_{10}$	-0.0695	-1.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts