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

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V-Lab

Tae Kyung Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:14.87% (-0.28%)

Analysis last updated: Thursday, May 9, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7898	2.89
$α$	0.1938	6.56
$β$	0.7641	32.26
$γ_{1}$	-0.4083	-3.46
$γ_{2}$	0.4446	2.61
$γ_{3}$	-0.0388	-0.36
$γ_{4}$	0.1994	1.96
$γ_{5}$	-0.5134	-4.32
$γ_{6}$	0.5230	4.08
$γ_{7}$	-0.3349	-2.55
$γ_{8}$	0.3728	2.79
$γ_{9}$	-0.4296	-3.33
$γ_{10}$	0.1582	1.15

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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