V-Lab: Lotte Chilsung Beverage Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Lotte Chilsung Beverage Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.17% (+0.32%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5889	5.70
$α$	0.1395	8.99
$β$	0.7525	27.19
$γ_{1}$	-0.0190	-0.48
$γ_{2}$	0.0281	0.50
$γ_{3}$	-0.0778	-2.04
$γ_{4}$	0.1175	2.51
$γ_{5}$	-0.1006	-1.86
$γ_{6}$	0.1319	2.90
$γ_{7}$	-0.1481	-3.97
$γ_{8}$	0.1492	3.64
$γ_{9}$	-0.2276	-3.25

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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