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

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V-Lab

Green Cross Corp/South Korea Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.45% (+0.79%)

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
$ω$	0.8555	5.76
$α$	0.1318	9.40
$β$	0.8041	39.14
$γ_{1}$	0.0119	0.38
$γ_{2}$	0.0119	0.25
$γ_{3}$	-0.1254	-3.61
$γ_{4}$	0.1909	4.31
$γ_{5}$	-0.1433	-2.84
$γ_{6}$	0.1063	2.39
$γ_{7}$	-0.0523	-1.15
$γ_{8}$	-0.1048	-1.58

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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