V-Lab: Young Poong Paper Manufacturing Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Young Poong Paper Manufacturing Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:51.93% (-0.31%)

Analysis last updated: Thursday, May 9, 2024 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0374	6.45
$α$	0.2003	7.58
$β$	0.6910	21.14
$γ_{1}$	-0.0746	-3.92
$γ_{2}$	0.1320	4.54
$γ_{3}$	-0.0848	-3.72
$γ_{4}$	0.0542	2.09
$γ_{5}$	-0.0406	-0.95

Estimation Period:
Jul 3, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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