V-Lab: Lkp Securities Ltd GARCH Volatility Analysis

V-Lab

Lkp Securities Ltd GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:46.56% (-1.99%)

Analysis last updated: Sunday, June 29, 2025 at 05:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5064	14.31
$α$	0.1528	24.11
$β$	0.7342	61.87

Estimation Period:
Dec 1, 2016 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts