V-Lab: Taekwang Industrial Co Ltd AGARCH Volatility Analysis

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V-Lab

Taekwang Industrial Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.45% (-1.26%)

Analysis last updated: Tuesday, May 7, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0974	18.78
$α$	0.1130	36.96
$β$	0.8812	276.15
$γ$	-0.3042	-6.44

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts