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

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V-Lab

Kukbo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:45.12% (-0.02%)

Analysis last updated: Sunday, April 21, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6528	6.89
$α$	0.1907	9.82
$β$	0.7219	28.35
$γ_{1}$	-0.0602	-1.23
$γ_{2}$	0.1565	2.13
$γ_{3}$	-0.2445	-4.16
$γ_{4}$	0.2302	3.64
$γ_{5}$	-0.1048	-1.65
$γ_{6}$	0.0216	0.32
$γ_{7}$	0.0397	0.50
$γ_{8}$	-0.0514	-0.52
$γ_{9}$	-0.0072	-0.08
$γ_{10}$	0.0259	0.40

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

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