V-Lab
LG Display Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, August 7th, 2026
1 Day
60.28%
decreased by 1.10%
1 Week
59.57%
decreased by 1.81%
1 Month
57.02%
decreased by 4.36%
Analysis last updated: Friday, August 7, 2026 at 07:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 23, 2004 to Jul 31, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 57% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1338 | 13.90*** |
α ARCH Response to squared shocks | 0.0366 | 10.16*** |
β GARCH Volatility persistence | 0.9317 | 306.78*** |
γ leverage Additional response to negative shocks | 0.0209 | 3.08*** |
Persistence:
0.979
Half-life:
32 days
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