V-Lab: Taekyung Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Taekyung Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.58% (-1.41%)

Analysis last updated: Wednesday, May 1, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.3769	5.56
$α$	0.1720	8.13
$β$	0.6888	22.81
$γ_{1}$	0.0238	0.21
$γ_{2}$	-0.0798	-0.44
$γ_{3}$	0.2920	2.00
$γ_{4}$	-0.3299	-2.27
$γ_{5}$	0.1233	0.93
$γ_{6}$	-0.1534	-1.18
$γ_{7}$	0.1721	1.14
$γ_{8}$	0.2347	1.50
$γ_{9}$	-0.6754	-4.95
$γ_{10}$	0.5490	6.31

Estimation Period:
Aug 30, 1996 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts