V-Lab: Il Jeong Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Il Jeong Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:50.09% (-6.16%)

Analysis last updated: Thursday, May 16, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.3310	2.59
$α$	0.1994	7.74
$β$	0.7929	39.62
$γ_{1}$	0.2706	1.07
$γ_{2}$	-0.4285	-1.34
$γ_{3}$	0.1345	0.89
$γ_{4}$	0.1970	1.41
$γ_{5}$	-0.3181	-2.14
$γ_{6}$	0.2638	1.29
$γ_{7}$	-0.3171	-1.35
$γ_{8}$	0.5700	3.09
$γ_{9}$	-0.9962	-5.50
$γ_{10}$	1.0124	7.24

Estimation Period:
Aug 15, 1994 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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