V-Lab: LG Innotek Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LG Innotek Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:49.69% (-0.02%)

Analysis last updated: Wednesday, May 1, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0764	6.16
$α$	0.0446	4.37
$β$	0.9415	73.39
$γ_{1}$	0.0006	0.46

Estimation Period:
Jul 24, 2008 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts