V-Lab: Il Sung Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Il Sung Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:60.52% (-4.76%)

Analysis last updated: Saturday, May 4, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6679	6.19
$α$	0.2087	10.87
$β$	0.7151	30.99
$γ_{1}$	0.0023	0.08
$γ_{2}$	0.0216	0.52
$γ_{3}$	-0.1114	-2.71
$γ_{4}$	0.1314	3.54
$γ_{5}$	-0.0371	-0.95
$γ_{6}$	0.0282	0.60
$γ_{7}$	-0.0834	-1.82
$γ_{8}$	0.0609	1.92

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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