V-Lab: Green Cross Corp/South Korea Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Green Cross Corp/South Korea Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.98% (+0.55%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8673	5.21
$α$	0.1287	9.64
$β$	0.8168	43.97
$γ_{1}$	-0.0047	-0.11
$γ_{2}$	0.0624	0.96
$γ_{3}$	-0.1750	-3.34
$γ_{4}$	0.1559	2.44
$γ_{5}$	-0.0007	-0.01
$γ_{6}$	-0.1010	-2.13
$γ_{7}$	0.1644	3.34
$γ_{8}$	-0.1796	-3.46
$γ_{9}$	0.1014	2.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Green Cross Corp/South Korea Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH