V-Lab: LG Uplus Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

LG Uplus Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:14.04% (+0.01%)

Analysis last updated: Saturday, May 11, 2024 at 03:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6630	8.00
$α$	0.0592	6.94
$β$	0.9078	69.96
$γ_{1}$	0.0136	3.81
$γ_{2}$	-0.0287	-4.51

Estimation Period:
Sep 21, 2000 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts