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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, April 29th, 2024:56.64% (+27.74%)

Analysis last updated: Saturday, April 27, 2024 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4253	4.31
$α$	0.1225	3.35
$β$	0.7798	13.72
$γ_{1}$	0.2338	0.62
$γ_{2}$	0.3102	0.50
$γ_{3}$	-1.3500	-2.92
$γ_{4}$	1.5338	3.95
$γ_{5}$	-0.9847	-2.14
$γ_{6}$	0.6656	1.34
$γ_{7}$	-0.9804	-1.72
$γ_{8}$	0.4882	0.49

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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