V-Lab: LG Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LG Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.72% (-0.60%)

Analysis last updated: Saturday, April 27, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6437	5.62
$α$	0.0812	9.03
$β$	0.8815	69.75
$γ_{1}$	-0.0586	-1.02
$γ_{2}$	0.1037	1.20
$γ_{3}$	-0.0297	-0.41
$γ_{4}$	-0.1902	-2.40
$γ_{5}$	0.3578	5.03
$γ_{6}$	-0.3071	-4.85
$γ_{7}$	0.2033	3.20
$γ_{8}$	-0.0992	-1.51
$γ_{9}$	0.0397	0.61
$γ_{10}$	-0.0625	-0.52

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts