V-Lab: Jindo Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Jindo Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:37.04% (-1.76%)

Analysis last updated: Thursday, May 9, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2967	4.09
$α$	0.1688	6.19
$β$	0.7060	14.82
$γ_{1}$	-0.1248	-0.53
$γ_{2}$	0.1769	0.51
$γ_{3}$	-0.1719	-0.71
$γ_{4}$	0.4428	1.93
$γ_{5}$	-0.6572	-3.31
$γ_{6}$	0.4234	2.45
$γ_{7}$	0.2876	1.63
$γ_{8}$	-1.0008	-4.26
$γ_{9}$	1.1611	3.15

Estimation Period:
Mar 28, 2006 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts