V-Lab: Jindo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Jindo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:45.70% (-4.40%)

Analysis last updated: Friday, May 3, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3802	4.77
$α$	0.1734	6.21
$β$	0.6996	14.32
$γ_{1}$	-0.0225	-0.14
$γ_{2}$	-0.0354	-0.16
$γ_{3}$	0.1405	0.96
$γ_{4}$	-0.0003	-0.00
$γ_{5}$	-0.3722	-2.52
$γ_{6}$	0.7880	5.11
$γ_{7}$	-0.9582	-5.52
$γ_{8}$	0.6293	4.71

Estimation Period:
Mar 28, 2006 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts