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

V-Lab

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V-Lab

LG Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.81% (-0.69%)

Analysis last updated: Saturday, May 4, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6746	5.97
$α$	0.0811	9.03
$β$	0.8818	69.80
$γ_{1}$	-0.0369	-0.65
$γ_{2}$	0.0739	0.86
$γ_{3}$	-0.0213	-0.30
$γ_{4}$	-0.1851	-2.34
$γ_{5}$	0.3441	4.83
$γ_{6}$	-0.2893	-4.59
$γ_{7}$	0.1846	2.94
$γ_{8}$	-0.0800	-1.23
$γ_{9}$	0.0147	0.26
$γ_{10}$	-0.0114	-0.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts