V-Lab: LG Uplus Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LG Uplus Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:13.45% (-0.11%)

Analysis last updated: Saturday, April 27, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8754	5.77
$α$	0.0601	6.71
$β$	0.8888	49.96
$γ_{1}$	-0.0758	-0.78
$γ_{2}$	0.2598	1.76
$γ_{3}$	-0.3673	-3.79
$γ_{4}$	0.3599	4.12
$γ_{5}$	-0.2875	-3.00
$γ_{6}$	0.1587	1.70
$γ_{7}$	-0.0767	-0.87
$γ_{8}$	-0.0139	-0.18
$γ_{9}$	0.1037	1.91

Estimation Period:
Sep 21, 2000 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts