V-Lab: Paik Kwang Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Paik Kwang Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.15% (-3.18%)

Analysis last updated: Thursday, May 2, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0977	3.75
$α$	0.1754	11.11
$β$	0.8034	49.73
$γ_{1}$	-0.0525	-0.77
$γ_{2}$	0.0965	0.95
$γ_{3}$	-0.1166	-1.58
$γ_{4}$	0.0981	1.36
$γ_{5}$	-0.0205	-0.25
$γ_{6}$	0.0126	0.11
$γ_{7}$	-0.0805	-0.55
$γ_{8}$	0.2217	1.43
$γ_{9}$	-0.4601	-2.84
$γ_{10}$	0.4909	4.18

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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