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

V-Lab

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V-Lab

Aekyung Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.54% (-1.79%)

Analysis last updated: Friday, May 3, 2024 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8959	2.72
$α$	0.1007	3.35
$β$	0.8058	14.02
$γ_{1}$	0.0065	0.01
$γ_{2}$	0.3094	0.21
$γ_{3}$	-0.2372	-0.33
$γ_{4}$	-0.4624	-0.97
$γ_{5}$	0.2268	0.48
$γ_{6}$	1.0288	2.15
$γ_{7}$	-2.0148	-3.87
$γ_{8}$	2.4063	4.19
$γ_{9}$	-2.8992	-2.89

Estimation Period:
Sep 17, 2012 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts