V-Lab: Korea Petroleum Industries Co EGARCH Volatility Analysis

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V-Lab

Korea Petroleum Industries Co EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:120.52% (+19.96%)

Analysis last updated: Tuesday, April 30, 2024 at 09:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3092	22.99
$α$	0.4293	46.89
$β$	0.8925	184.59
$γ$	-0.0126	-1.47

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts