V-Lab: LX International Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LX International Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:29.53% (-0.62%)

Analysis last updated: Saturday, May 11, 2024 at 03:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7225	5.81
$α$	0.0970	9.22
$β$	0.8360	45.51
$γ_{1}$	-0.0488	-1.15
$γ_{2}$	0.1417	2.34
$γ_{3}$	-0.2464	-6.00
$γ_{4}$	0.2633	6.02
$γ_{5}$	-0.1545	-3.53
$γ_{6}$	0.0557	1.48
$γ_{7}$	-0.0251	-0.68
$γ_{8}$	0.0766	1.62
$γ_{9}$	-0.1820	-2.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts