V-Lab: Cheil Grinding Wheel Ind Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Cheil Grinding Wheel Ind Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:26.55% (-0.56%)

Analysis last updated: Saturday, May 4, 2024 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1131	2.88
$α$	0.0972	3.46
$β$	0.8805	26.09
$γ_{1}$	-0.1834	-0.48
$γ_{2}$	0.1091	0.18
$γ_{3}$	-0.0000	-0.00
$γ_{4}$	0.1687	0.39
$γ_{5}$	0.4728	1.23
$γ_{6}$	-2.1087	-3.40
$γ_{7}$	3.2601	3.71
$γ_{8}$	-2.4299	-2.57
$γ_{9}$	0.7606	0.77
$γ_{10}$	-0.0806	-0.13

Estimation Period:
Dec 9, 2005 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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