V-Lab: Asiana Airlines Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Asiana Airlines Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:24.79% (-1.03%)

Analysis last updated: Saturday, May 4, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3213	3.60
$α$	0.0912	6.47
$β$	0.8659	41.22
$γ_{1}$	-0.0262	-0.15
$γ_{2}$	-0.0042	-0.02
$γ_{3}$	0.0536	0.36
$γ_{4}$	0.0990	0.55
$γ_{5}$	-0.4097	-2.15
$γ_{6}$	0.5909	3.36
$γ_{7}$	-0.4572	-2.40
$γ_{8}$	0.3407	1.52
$γ_{9}$	-0.5001	-2.41
$γ_{10}$	0.4752	3.40

Estimation Period:
Dec 24, 1999 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts