V-Lab: LG H&H Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

LG H&H Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:47.95% (-2.99%)

Analysis last updated: Thursday, May 2, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4885	6.37
$α$	0.0795	5.46
$β$	0.7321	13.18
$γ_{1}$	-0.0168	-0.20
$γ_{2}$	0.1432	1.18
$γ_{3}$	-0.2458	-3.73
$γ_{4}$	0.1684	2.95
$γ_{5}$	0.0028	0.05
$γ_{6}$	-0.1366	-2.15
$γ_{7}$	0.1089	1.50
$γ_{8}$	0.0461	0.61
$γ_{9}$	-0.1258	-2.04

Estimation Period:
Apr 25, 2001 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts