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

V-Lab

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V-Lab

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

Volatility Prediction for Thursday, May 9th, 2024:36.72% (+0.86%)

Analysis last updated: Thursday, May 9, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4133	4.33
$α$	0.1201	3.34
$β$	0.7827	13.81
$γ_{1}$	0.2300	0.62
$γ_{2}$	0.3156	0.51
$γ_{3}$	-1.3509	-2.93
$γ_{4}$	1.5301	3.95
$γ_{5}$	-0.9779	-2.13
$γ_{6}$	0.6578	1.32
$γ_{7}$	-0.9719	-1.70
$γ_{8}$	0.4695	0.47

Estimation Period:
Dec 16, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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