V-Lab: SK Innovation Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

SK Innovation Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:39.79% (-0.93%)

Analysis last updated: Saturday, May 4, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0367	6.91
$α$	0.0306	13.45
$β$	0.9479	437.81
$γ$	0.0367	5.37

Estimation Period:
Jul 25, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts