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

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V-Lab

Asiana Airlines Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.19% (-1.07%)

Analysis last updated: Thursday, May 2, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3496	3.67
$α$	0.0908	6.45
$β$	0.8663	41.03
$γ_{1}$	-0.0118	-0.07
$γ_{2}$	-0.0230	-0.10
$γ_{3}$	0.0555	0.37
$γ_{4}$	0.1108	0.61
$γ_{5}$	-0.4309	-2.25
$γ_{6}$	0.6159	3.49
$γ_{7}$	-0.4863	-2.54
$γ_{8}$	0.3790	1.65
$γ_{9}$	-0.5649	-2.43
$γ_{10}$	0.6363	2.33

Estimation Period:
Dec 24, 1999 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts