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V-Lab

LG Display Co Ltd MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

49.98%

decreased by 1.18%

1 Week

50.34%

decreased by 0.82%

1 Month

50.43%

decreased by 0.73%

Analysis last updated: Saturday, August 22, 2026 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of LG Display Co Ltd MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 23, 2004 to Aug 21, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 297% more than equivalent positive returns.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

36
α

ARCH

Response to squared shocks

0.0239
4.60***
β

GARCH

Volatility persistence

0.7337
18.58***
γ

leverage

Additional response to negative shocks

0.0710
9.19***
λ₁

tau intercept

Baseline long-term coefficient

0.5774
0.40
λ₂

forecast adj.

Forecast performance sensitivity

0.1846
0.41
λ₃

tau persistence

Long-term factor persistence

0.7209
1.05

Persistence:

0.793

Half-life:

3 days