V-Lab: Tae Kyung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Tae Kyung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:17.76% (-0.27%)

Analysis last updated: Saturday, May 4, 2024 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7959	3.01
$α$	0.1927	6.66
$β$	0.7637	32.29
$γ_{1}$	-0.3872	-3.32
$γ_{2}$	0.4080	2.41
$γ_{3}$	-0.0087	-0.08
$γ_{4}$	0.1697	1.67
$γ_{5}$	-0.4828	-4.05
$γ_{6}$	0.4951	3.85
$γ_{7}$	-0.3168	-2.42
$γ_{8}$	0.3718	2.81
$γ_{9}$	-0.4592	-3.71
$γ_{10}$	0.2621	2.57

Estimation Period:
Jan 30, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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