V-Lab: Moorim Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Moorim Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.64% (-0.02%)

Analysis last updated: Saturday, May 4, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9718	5.65
$α$	0.1101	9.99
$β$	0.8497	59.02
$γ_{1}$	0.0236	1.02
$γ_{2}$	-0.0709	-2.11
$γ_{3}$	0.0733	3.54
$γ_{4}$	-0.0440	-2.11
$γ_{5}$	0.0549	2.54
$γ_{6}$	-0.0567	-3.39

Estimation Period:
Jun 11, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts