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

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V-Lab

Miwon Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:14.96% (+2.87%)

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
$ω$	1.4351	4.25
$α$	0.1862	5.03
$β$	0.6048	6.77
$γ_{1}$	-0.5469	-1.02
$γ_{2}$	1.0192	1.31
$γ_{3}$	-0.8994	-2.06
$γ_{4}$	0.7886	1.79
$γ_{5}$	-0.0951	-0.21
$γ_{6}$	-1.2007	-2.69
$γ_{7}$	1.9366	4.48
$γ_{8}$	-1.5283	-3.93
$γ_{9}$	0.3278	0.80
$γ_{10}$	0.7135	1.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts