V-Lab: Choheung Corp Spline-GARCH Volatility Analysis

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V-Lab

Choheung Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:13.32% (-0.88%)

Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5397	2.86
$α$	0.1631	9.69
$β$	0.7664	32.95
$γ_{1}$	0.1332	1.12
$γ_{2}$	-0.1670	-1.03
$γ_{3}$	-0.0292	-0.30
$γ_{4}$	0.0976	1.04
$γ_{5}$	-0.0158	-0.18
$γ_{6}$	-0.1373	-1.67
$γ_{7}$	0.2918	3.25
$γ_{8}$	-0.3514	-3.16
$γ_{9}$	0.2994	2.56
$γ_{10}$	-0.2349	-1.79

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts