V-Lab: Woongjin Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Woongjin Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.44% (-0.53%)

Analysis last updated: Thursday, May 2, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.1656	17.09
$β$	0.5080	20.19
$γ$	0.0215	1.56
$λ_{1}$	1.5706	0.75
$λ_{2}$	0.4677	0.74
$λ_{3}$	0.4206	0.53

Estimation Period:
Nov 7, 1994 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts