V-Lab: Aekyung Chemical Co Ltd MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Aekyung Chemical Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:71.05% (-4.53%)

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
$m$	61
$α$	0.0933	4.49
$β$	0.8094	63.02
$γ$	0.0024	0.11
$λ_{1}$	1.4654	0.25
$λ_{2}$	0.8200	0.23
$λ_{3}$	0.0000	0.00

Estimation Period:
Sep 17, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts