V-Lab: Woongjin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Woongjin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:37.50% (+0.13%)

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
$ω$	0.7865	6.65
$α$	0.1156	6.32
$β$	0.8116	27.16
$γ_{1}$	0.1348	1.92
$γ_{2}$	-0.2418	-2.26
$γ_{3}$	0.0555	0.71
$γ_{4}$	0.1744	2.10
$γ_{5}$	-0.2279	-2.43
$γ_{6}$	0.2029	2.31
$γ_{7}$	-0.2340	-3.21
$γ_{8}$	0.3092	3.72
$γ_{9}$	-0.2754	-2.79
$γ_{10}$	0.1182	1.40

Estimation Period:
Nov 7, 1994 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts