V-Lab: Taeyoung Engineering & Construction Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Taeyoung Engineering & Construction Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:17.46% (-0.01%)

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
$ω$	0.8884	6.10
$α$	0.1090	9.78
$β$	0.8311	47.45
$γ_{1}$	0.0091	0.23
$γ_{2}$	0.0392	0.64
$γ_{3}$	-0.1677	-3.34
$γ_{4}$	0.2263	4.05
$γ_{5}$	-0.1855	-3.20
$γ_{6}$	0.1028	2.01
$γ_{7}$	0.0288	0.51
$γ_{8}$	-0.1164	-1.61
$γ_{9}$	0.0740	0.99

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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