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

V-Lab

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V-Lab

Moorim Paper Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:13.66% (+0.99%)

Analysis last updated: Saturday, May 11, 2024 at 03:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9129	5.07
$α$	0.1137	9.89
$β$	0.8255	47.23
$γ_{1}$	0.0201	0.33
$γ_{2}$	-0.0024	-0.03
$γ_{3}$	-0.0940	-1.40
$γ_{4}$	0.0777	1.27
$γ_{5}$	0.0737	1.26
$γ_{6}$	-0.1827	-3.15
$γ_{7}$	0.2074	3.13
$γ_{8}$	-0.1607	-2.16
$γ_{9}$	0.2092	2.49
$γ_{10}$	-0.5357	-3.50

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts