V-Lab: Woongjin Energy Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Woongjin Energy Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 1st, 2020:760.11% (-30.28%)

Analysis last updated: Friday, May 29, 2020 at 12:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8480	3.77
$α$	0.1505	4.98
$β$	0.7368	13.62
$γ_{1}$	0.8748	1.04
$γ_{2}$	-0.7512	-0.58
$γ_{3}$	-1.4241	-1.35
$γ_{4}$	3.0089	3.03
$γ_{5}$	-2.8889	-2.67
$γ_{6}$	1.7964	1.55
$γ_{7}$	-1.2923	-0.87
$γ_{8}$	4.8428	1.27

Estimation Period:
Jun 30, 2010 to May 29, 2020

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts