V-Lab: Woojin Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Woojin Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.74% (-1.49%)

Analysis last updated: Saturday, April 27, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9588	5.50
$α$	0.1758	4.02
$β$	0.6354	7.61
$γ_{1}$	-0.4011	-1.08
$γ_{2}$	0.5917	1.08
$γ_{3}$	-0.5028	-1.58
$γ_{4}$	0.8570	3.07
$γ_{5}$	-0.4752	-1.37
$γ_{6}$	-0.6210	-1.53
$γ_{7}$	1.1441	3.20
$γ_{8}$	-1.3047	-3.90
$γ_{9}$	1.0675	3.69

Estimation Period:
Jul 26, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts