V-Lab: SK Telecom Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

SK Telecom Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:10.49% (+0.71%)

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
$ω$	0.6981	5.85
$α$	0.0908	6.61
$β$	0.8558	40.34
$γ_{1}$	0.0206	0.48
$γ_{2}$	0.0157	0.25
$γ_{3}$	-0.1506	-3.43
$γ_{4}$	0.1591	3.26
$γ_{5}$	-0.0484	-0.99
$γ_{6}$	0.0506	1.20
$γ_{7}$	-0.1188	-2.93
$γ_{8}$	0.1778	3.09
$γ_{9}$	-0.3463	-2.55

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts