V-Lab: Korea Export Packaging Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Korea Export Packaging Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:21.97% (+0.58%)

Analysis last updated: Wednesday, May 15, 2024 at 02:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9633	9.23
$α$	0.1237	10.72
$β$	0.8074	44.95
$γ_{1}$	0.0391	2.76
$γ_{2}$	-0.1084	-4.91
$γ_{3}$	0.1257	8.18
$γ_{4}$	-0.0875	-5.86
$γ_{5}$	0.0550	3.79
$γ_{6}$	-0.0335	-3.10

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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