V-Lab: Lee Ku Industrial Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Lee Ku Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:101.62% (+44.86%)

Analysis last updated: Wednesday, May 15, 2024 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6654	4.43
$α$	0.1811	5.40
$β$	0.6962	16.79
$γ_{1}$	-0.2054	-2.96
$γ_{2}$	0.1494	1.47
$γ_{3}$	0.1638	2.24
$γ_{4}$	-0.0570	-0.72
$γ_{5}$	-0.2415	-2.96
$γ_{6}$	0.3973	4.92
$γ_{7}$	-0.3231	-3.10
$γ_{8}$	0.1797	1.27
$γ_{9}$	-0.1386	-0.78

Estimation Period:
Sep 1, 1995 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts