V-Lab: LG Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LG Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:28.14% (+2.77%)

Analysis last updated: Thursday, May 9, 2024 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6446	5.66
$α$	0.0814	9.03
$β$	0.8811	69.41
$γ_{1}$	-0.0590	-1.03
$γ_{2}$	0.1056	1.23
$γ_{3}$	-0.0332	-0.46
$γ_{4}$	-0.1863	-2.37
$γ_{5}$	0.3557	5.04
$γ_{6}$	-0.3077	-4.93
$γ_{7}$	0.2056	3.30
$γ_{8}$	-0.1022	-1.58
$γ_{9}$	0.0429	0.66
$γ_{10}$	-0.0699	-0.59

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts