V-Lab: LG Electronics Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LG Electronics Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.71% (-0.35%)

Analysis last updated: Wednesday, May 1, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8321	5.69
$α$	0.0366	6.27
$β$	0.9572	154.68
$γ_{1}$	-0.0009	-0.88

Estimation Period:
Apr 22, 2002 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts