V-Lab
V-Lab

Kia Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:40.43% (-1.76%)

Analysis last updated: Thursday, March 28, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kia Corp S0GARCH
paramt-stat
ω0.77147.35
α0.07689.55
β0.887978.93
γ1-0.0002-0.01
γ20.04650.91
γ3-0.1466-3.87
γ40.18555.19
γ5-0.1468-4.08
γ60.09212.49
γ7-0.0213-0.68
γ8-0.0179-0.88
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts