V-Lab: Asiana Airlines Inc Spline-GARCH Volatility Analysis

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V-Lab

Asiana Airlines Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:30.33% (+1.83%)

Analysis last updated: Tuesday, April 30, 2024 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3493	3.67
$α$	0.0909	6.45
$β$	0.8662	40.99
$γ_{1}$	-0.0117	-0.07
$γ_{2}$	-0.0232	-0.10
$γ_{3}$	0.0556	0.37
$γ_{4}$	0.1108	0.61
$γ_{5}$	-0.4309	-2.25
$γ_{6}$	0.6158	3.49
$γ_{7}$	-0.4862	-2.54
$γ_{8}$	0.3787	1.65
$γ_{9}$	-0.5643	-2.42
$γ_{10}$	0.6339	2.30

Estimation Period:
Dec 24, 1999 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts