V-Lab: Young Poong Corp MF2-GARCH Volatility Analysis

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V-Lab

Young Poong Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:27.62% (+1.67%)

Analysis last updated: Thursday, May 9, 2024 at 12:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.2193	39.91
$β$	0.5869	55.25
$γ$	-0.0700	-8.27
$λ_{1}$	0.0241	2.52
$λ_{2}$	0.0207	6.24
$λ_{3}$	0.9765	231.29

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts