V-Lab: Lee Ku Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Lee Ku Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:85.39% (-11.81%)

Analysis last updated: Tuesday, April 30, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6813	4.51
$α$	0.1822	5.43
$β$	0.6971	16.91
$γ_{1}$	-0.1956	-2.83
$γ_{2}$	0.1362	1.34
$γ_{3}$	0.1675	2.27
$γ_{4}$	-0.0574	-0.72
$γ_{5}$	-0.2390	-2.92
$γ_{6}$	0.3893	4.88
$γ_{7}$	-0.3083	-3.15
$γ_{8}$	0.1528	1.31
$γ_{9}$	-0.0712	-0.81

Estimation Period:
Sep 1, 1995 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts