V-Lab: SK Discovery Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

SK Discovery Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.89% (-1.57%)

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
$ω$	0.6032	10.27
$α$	0.1073	5.72
$β$	0.8488	32.36
$γ_{1}$	-0.0079	-6.86
$γ_{2}$	0.0102	6.75

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts