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

V-Lab

| |

V-Lab

LG Innotek Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:48.20% (-0.06%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5155	6.32
$α$	0.0431	3.73
$β$	0.9347	53.79
$γ_{1}$	0.0282	2.69
$γ_{2}$	-0.0439	-2.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts