V-Lab: Tae Kyung Industrial Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Tae Kyung Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.30% (-1.94%)

Analysis last updated: Sunday, April 21, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7821	2.95
$α$	0.1924	6.68
$β$	0.7644	32.37
$γ_{1}$	-0.4092	-3.48
$γ_{2}$	0.4462	2.63
$γ_{3}$	-0.0417	-0.39
$γ_{4}$	0.2053	2.02
$γ_{5}$	-0.5199	-4.36
$γ_{6}$	0.5273	4.13
$γ_{7}$	-0.3391	-2.61
$γ_{8}$	0.3790	2.88
$γ_{9}$	-0.4368	-3.46
$γ_{10}$	0.1898	1.42

Estimation Period:
Jan 30, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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