V-Lab: Miwon Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Miwon Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:9.99% (-0.38%)

Analysis last updated: Saturday, May 4, 2024 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4228	4.22
$α$	0.1861	5.01
$β$	0.6012	6.61
$γ_{1}$	-0.5390	-1.00
$γ_{2}$	0.9980	1.29
$γ_{3}$	-0.8747	-2.01
$γ_{4}$	0.7688	1.75
$γ_{5}$	-0.0811	-0.18
$γ_{6}$	-1.2112	-2.73
$γ_{7}$	1.9537	4.56
$γ_{8}$	-1.5767	-4.25
$γ_{9}$	0.4607	1.36
$γ_{10}$	0.3361	1.25

Estimation Period:
Mar 2, 2009 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts