V-Lab: Lotte Chilsung Beverage Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Lotte Chilsung Beverage Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:16.84% (-0.52%)

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
$ω$	0.5889	5.71
$α$	0.1393	8.99
$β$	0.7527	27.20
$γ_{1}$	-0.0190	-0.48
$γ_{2}$	0.0281	0.50
$γ_{3}$	-0.0778	-2.05
$γ_{4}$	0.1178	2.53
$γ_{5}$	-0.1010	-1.87
$γ_{6}$	0.1321	2.91
$γ_{7}$	-0.1483	-3.98
$γ_{8}$	0.1499	3.68
$γ_{9}$	-0.2333	-3.38

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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