V-Lab: Kia Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kia Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:38.85% (-1.21%)

Analysis last updated: Thursday, April 18, 2024 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7698	7.30
$α$	0.0760	9.52
$β$	0.8894	80.03
$γ_{1}$	-0.0003	-0.01
$γ_{2}$	0.0459	0.90
$γ_{3}$	-0.1447	-3.81
$γ_{4}$	0.1836	5.13
$γ_{5}$	-0.1459	-4.05
$γ_{6}$	0.0924	2.49
$γ_{7}$	-0.0224	-0.71
$γ_{8}$	-0.0170	-0.83

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts