V-Lab: Silla Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Silla Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:13.01% (-0.49%)

Analysis last updated: Thursday, May 9, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2024	36.10
$β$	0.6951	82.53
$γ$	-0.0546	-8.05
$λ_{1}$	0.0072	3.02
$λ_{2}$	0.0294	8.52
$λ_{3}$	0.9706	264.61

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts