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

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V-Lab

Lee Ku Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:82.61% (-12.09%)

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
$ω$	0.6669	4.41
$α$	0.1816	5.42
$β$	0.6973	16.87
$γ_{1}$	-0.2051	-2.93
$γ_{2}$	0.1486	1.45
$γ_{3}$	0.1641	2.22
$γ_{4}$	-0.0557	-0.70
$γ_{5}$	-0.2436	-2.97
$γ_{6}$	0.3983	4.91
$γ_{7}$	-0.3221	-3.05
$γ_{8}$	0.1767	1.24
$γ_{9}$	-0.1304	-0.74

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts