V-Lab: Chonbang Co Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Chonbang Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:29.52% (+1.25%)

Analysis last updated: Tuesday, November 12, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6855	8.16
$α$	0.1763	7.38
$β$	0.7536	23.94
$γ_{1}$	-0.0075	-4.09
$γ_{2}$	0.0096	3.93

Estimation Period:
Jan 3, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts