V-Lab: SK Telecom Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

SK Telecom Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:13.89% (+0.50%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6998	5.84
$α$	0.0905	6.56
$β$	0.8566	40.23
$γ_{1}$	0.0213	0.50
$γ_{2}$	0.0151	0.24
$γ_{3}$	-0.1508	-3.40
$γ_{4}$	0.1589	3.24
$γ_{5}$	-0.0481	-0.98
$γ_{6}$	0.0510	1.20
$γ_{7}$	-0.1196	-2.92
$γ_{8}$	0.1775	3.03
$γ_{9}$	-0.3377	-2.48

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts