V-Lab
Lkp Securities Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:41.30% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7738 | 11.12 | |
| 0.1475 | 5.80 | |
| 0.7007 | 11.05 | |
| -0.0771 | -4.77 | |
| 0.1012 | 4.88 |
Estimation Period:
Dec 1, 2016 to Jun 27, 2025
Dec 1, 2016 to Jun 27, 2025
News Impact Curve
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