V-Lab: Korea Electronic Power Industrial Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Korea Electronic Power Industrial Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.10% (-1.15%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4132	4.28
$α$	0.1208	3.33
$β$	0.7835	13.43
$γ_{1}$	0.2248	0.59
$γ_{2}$	0.3271	0.52
$γ_{3}$	-1.3659	-2.91
$γ_{4}$	1.5537	3.94
$γ_{5}$	-1.0279	-2.24
$γ_{6}$	0.7751	1.66
$γ_{7}$	-1.2191	-3.13
$γ_{8}$	1.0183	3.22

Estimation Period:
Dec 16, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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