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

V-Lab

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V-Lab

LG H&H Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:45.57% (-2.03%)

Analysis last updated: Tuesday, April 30, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4949	6.38
$α$	0.0806	5.49
$β$	0.7296	13.09
$γ_{1}$	-0.0145	-0.17
$γ_{2}$	0.1401	1.15
$γ_{3}$	-0.2450	-3.70
$γ_{4}$	0.1692	2.96
$γ_{5}$	0.0009	0.02
$γ_{6}$	-0.1349	-2.12
$γ_{7}$	0.1084	1.49
$γ_{8}$	0.0449	0.59
$γ_{9}$	-0.1241	-2.00

Estimation Period:
Apr 25, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts