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

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V-Lab

Miwon Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:13.81% (+3.17%)

Analysis last updated: Tuesday, April 30, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4505	4.29
$α$	0.1855	4.99
$β$	0.6044	6.68
$γ_{1}$	-0.5164	-0.96
$γ_{2}$	0.9687	1.25
$γ_{3}$	-0.8641	-1.98
$γ_{4}$	0.7643	1.74
$γ_{5}$	-0.0820	-0.18
$γ_{6}$	-1.2081	-2.72
$γ_{7}$	1.9507	4.56
$γ_{8}$	-1.5736	-4.23
$γ_{9}$	0.4574	1.34
$γ_{10}$	0.3418	1.24

Estimation Period:
Mar 2, 2009 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts