V-Lab: Yoosung Enterprise Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Yoosung Enterprise Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:14.87% (-0.16%)

Analysis last updated: Tuesday, May 7, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7409	6.18
$α$	0.1383	6.91
$β$	0.8028	37.21
$γ_{1}$	-0.0031	-0.06
$γ_{2}$	0.0614	0.78
$γ_{3}$	-0.2079	-3.43
$γ_{4}$	0.2491	3.57
$γ_{5}$	-0.1292	-1.43
$γ_{6}$	0.0650	0.66
$γ_{7}$	-0.1425	-1.58
$γ_{8}$	0.2421	2.25
$γ_{9}$	-0.2091	-1.68
$γ_{10}$	0.0950	1.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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