V-Lab: Iljin Electric Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Iljin Electric Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:93.59% (-4.21%)

Analysis last updated: Friday, May 3, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1399	11.17
$α$	0.0797	17.22
$β$	0.9054	264.74
$γ$	0.0183	1.83

Estimation Period:
Aug 1, 2008 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts