V-Lab: Il Jeong Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Il Jeong Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:53.65% (-6.52%)

Analysis last updated: Thursday, May 2, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4861	2.62
$α$	0.1979	7.85
$β$	0.7950	39.42
$γ_{1}$	0.2708	1.03
$γ_{2}$	-0.4281	-1.29
$γ_{3}$	0.1329	0.86
$γ_{4}$	0.1983	1.40
$γ_{5}$	-0.3159	-2.11
$γ_{6}$	0.2558	1.25
$γ_{7}$	-0.3001	-1.29
$γ_{8}$	0.5325	2.99
$γ_{9}$	-0.9418	-5.45
$γ_{10}$	0.9738	7.05

Estimation Period:
Aug 15, 1994 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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