V-Lab: Aekyung Chemical Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Aekyung Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:32.50% (-1.34%)

Analysis last updated: Saturday, April 27, 2024 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8963	2.73
$α$	0.1010	3.39
$β$	0.8048	14.07
$γ_{1}$	0.0083	0.01
$γ_{2}$	0.3074	0.21
$γ_{3}$	-0.2376	-0.34
$γ_{4}$	-0.4607	-0.97
$γ_{5}$	0.2238	0.47
$γ_{6}$	1.0338	2.16
$γ_{7}$	-2.0262	-3.90
$γ_{8}$	2.4385	4.24
$γ_{9}$	-3.0139	-2.97

Estimation Period:
Sep 17, 2012 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts