V-Lab: Taewon Mulsan Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Taewon Mulsan Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:21.86% (+0.60%)

Analysis last updated: Saturday, May 18, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6540	6.16
$α$	0.1607	8.62
$β$	0.7497	32.58
$γ_{1}$	0.0471	1.27
$γ_{2}$	-0.0709	-1.30
$γ_{3}$	-0.0299	-0.83
$γ_{4}$	0.1166	3.11
$γ_{5}$	-0.1311	-3.61
$γ_{6}$	0.1740	5.10
$γ_{7}$	-0.2207	-4.31
$γ_{8}$	0.1812	2.32

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts