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

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V-Lab

WooSung Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:22.92% (+0.87%)

Analysis last updated: Saturday, May 11, 2024 at 03:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.3159	24.31
$β$	0.5280	30.05
$γ$	-0.1360	-8.97
$λ_{1}$	0.3300	2.80
$λ_{2}$	0.1024	2.93
$λ_{3}$	0.8708	20.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts