V-Lab: LS Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LS Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:74.79% (-3.88%)

Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8881	6.10
$α$	0.0822	7.81
$β$	0.8753	61.22
$γ_{1}$	0.0394	1.24
$γ_{2}$	-0.1342	-2.92
$γ_{3}$	0.1756	5.41
$γ_{4}$	-0.1508	-4.64
$γ_{5}$	0.1308	3.76
$γ_{6}$	-0.0618	-1.55
$γ_{7}$	-0.0153	-0.46

Estimation Period:
Jul 11, 1994 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts