V-Lab: SK Networks Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

SK Networks Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:37.58% (-2.38%)

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
$ω$	0.5853	8.13
$α$	0.1090	9.02
$β$	0.8530	61.13
$γ_{1}$	-0.0101	-7.03
$γ_{2}$	0.0133	7.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts