V-Lab: Young Poong Paper Manufacturing Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Young Poong Paper Manufacturing Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:46.86% (-1.67%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.2432	21.53
$β$	0.7232	61.12
$γ$	-0.1057	-8.00
$λ_{1}$	0.1397	1.24
$λ_{2}$	0.0414	1.62
$λ_{3}$	0.9485	26.98

Estimation Period:
Jul 3, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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