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

V-Lab

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V-Lab

LG H&H Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:42.93% (-0.18%)

Analysis last updated: Sunday, May 19, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7988	8.51
$α$	0.0873	5.91
$β$	0.7334	14.90
$γ_{1}$	0.1218	4.51
$γ_{2}$	-0.1751	-4.37
$γ_{3}$	0.1021	3.67
$γ_{4}$	-0.0893	-2.97
$γ_{5}$	0.0705	1.96
$γ_{6}$	-0.0109	-0.18

Estimation Period:
Apr 25, 2001 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts