V-Lab: iMarketKorea Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

iMarketKorea Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:10.82% (-0.08%)

Analysis last updated: Saturday, May 11, 2024 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6007	5.17
$α$	0.1502	4.51
$β$	0.6865	11.57
$γ_{1}$	0.0427	0.30
$γ_{2}$	0.0902	0.42
$γ_{3}$	-0.2959	-1.97
$γ_{4}$	0.2916	2.02
$γ_{5}$	-0.3492	-2.60
$γ_{6}$	0.3934	4.03

Estimation Period:
Jul 30, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts