V-Lab: Korea Electronic Power Industrial Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Korea Electronic Power Industrial Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:59.22% (+25.20%)

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
$ω$	2.4240	4.30
$α$	0.1215	3.33
$β$	0.7821	13.53
$γ_{1}$	0.2358	0.63
$γ_{2}$	0.3064	0.49
$γ_{3}$	-1.3485	-2.91
$γ_{4}$	1.5417	3.98
$γ_{5}$	-1.0151	-2.24
$γ_{6}$	0.7455	1.60
$γ_{7}$	-1.1696	-3.05
$γ_{8}$	0.9776	3.21

Estimation Period:
Dec 16, 2010 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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