V-Lab: LG HelloVision Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

LG HelloVision Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.14% (-0.58%)

Analysis last updated: Saturday, May 4, 2024 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5423	5.48
$α$	0.1321	3.52
$β$	0.7230	9.16
$γ_{1}$	1.3411	4.75
$γ_{2}$	-2.2575	-5.06
$γ_{3}$	1.7141	5.21
$γ_{4}$	-1.4897	-4.29
$γ_{5}$	1.3162	2.64
$γ_{6}$	-1.0809	-1.47
$γ_{7}$	0.6050	0.90

Estimation Period:
Nov 9, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts