V-Lab: STX Corp/Korea Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

STX Corp/Korea Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:53.67% (-1.19%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9284	4.60
$α$	0.1035	8.63
$β$	0.8892	69.21
$γ_{1}$	-0.0009	-2.47

Estimation Period:
Sep 12, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts