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

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V-Lab

Wooshin Systems Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:53.18% (-1.18%)

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
$ω$	1.8563	5.08
$α$	0.1183	7.25
$β$	0.8206	36.10
$γ_{1}$	-0.0105	-0.10
$γ_{2}$	0.1824	1.15
$γ_{3}$	-0.3845	-3.07
$γ_{4}$	0.3826	2.99
$γ_{5}$	-0.2499	-2.11
$γ_{6}$	0.0983	0.92
$γ_{7}$	0.0207	0.20
$γ_{8}$	-0.0738	-1.02

Estimation Period:
Aug 10, 2001 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts