V-Lab: Kangnam Jevisco Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kangnam Jevisco Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.82% (-2.69%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8265	6.71
$α$	0.1489	8.42
$β$	0.7499	27.87
$γ_{1}$	0.0271	0.76
$γ_{2}$	-0.0510	-0.96
$γ_{3}$	-0.0231	-0.56
$γ_{4}$	0.1022	2.36
$γ_{5}$	-0.1154	-2.99
$γ_{6}$	0.1458	4.13
$γ_{7}$	-0.1796	-4.68
$γ_{8}$	0.1811	4.75
$γ_{9}$	-0.1217	-4.58

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts