V-Lab: Taeyoung Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Taeyoung Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:17.64% (0.00%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9066	6.06
$α$	0.1098	10.03
$β$	0.8325	49.20
$γ_{1}$	0.0183	0.45
$γ_{2}$	0.0221	0.35
$γ_{3}$	-0.1515	-2.97
$γ_{4}$	0.2104	3.73
$γ_{5}$	-0.1721	-2.94
$γ_{6}$	0.0929	1.80
$γ_{7}$	0.0383	0.69
$γ_{8}$	-0.1337	-1.99
$γ_{9}$	0.1081	2.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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