V-Lab: Woojin Plaimm Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Woojin Plaimm Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.73% (-0.66%)

Analysis last updated: Thursday, May 2, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5884	4.02
$α$	0.1890	5.69
$β$	0.5506	8.95
$γ_{1}$	0.0106	0.22
$γ_{2}$	0.0325	0.49
$γ_{3}$	-0.1184	-2.92
$γ_{4}$	0.1900	4.22
$γ_{5}$	-0.2386	-4.98
$γ_{6}$	0.1839	5.22

Estimation Period:
Jul 26, 2001 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts