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

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V-Lab

Kumho Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.69% (+2.72%)

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
$ω$	0.7311	8.29
$α$	0.1263	7.50
$β$	0.8105	32.10
$γ_{1}$	0.0481	3.07
$γ_{2}$	-0.0963	-4.04
$γ_{3}$	0.0646	4.09
$γ_{4}$	-0.0325	-2.08
$γ_{5}$	0.0485	2.53
$γ_{6}$	-0.0493	-2.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts