V-Lab: TS Corp/Korea Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

TS Corp/Korea Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:35.63% (+0.88%)

Analysis last updated: Wednesday, May 1, 2024 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9022	7.03
$α$	0.1266	8.52
$β$	0.8011	31.56
$γ_{1}$	0.0225	0.58
$γ_{2}$	-0.0043	-0.07
$γ_{3}$	-0.1355	-3.01
$γ_{4}$	0.2555	5.26
$γ_{5}$	-0.2191	-4.66
$γ_{6}$	0.0985	1.94
$γ_{7}$	-0.0186	-0.37
$γ_{8}$	0.0464	0.91
$γ_{9}$	-0.0821	-1.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts