V-Lab: Il Sung Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Il Sung Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:93.20% (-11.47%)

Analysis last updated: Saturday, April 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6674	6.18
$α$	0.2080	10.87
$β$	0.7164	31.20
$γ_{1}$	0.0020	0.07
$γ_{2}$	0.0221	0.53
$γ_{3}$	-0.1118	-2.70
$γ_{4}$	0.1315	3.52
$γ_{5}$	-0.0370	-0.95
$γ_{6}$	0.0284	0.60
$γ_{7}$	-0.0834	-1.81
$γ_{8}$	0.0604	1.90

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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