V-Lab: Yoosung Enterprise Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Yoosung Enterprise Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:15.57% (-0.16%)

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
$ω$	0.7536	6.27
$α$	0.1391	6.87
$β$	0.8021	37.01
$γ_{1}$	-0.0004	-0.01
$γ_{2}$	0.0585	0.74
$γ_{3}$	-0.2075	-3.42
$γ_{4}$	0.2481	3.55
$γ_{5}$	-0.1273	-1.41
$γ_{6}$	0.0631	0.64
$γ_{7}$	-0.1398	-1.55
$γ_{8}$	0.2362	2.22
$γ_{9}$	-0.1999	-1.63
$γ_{10}$	0.0872	1.13

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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