V-Lab
V-Lab

KBI Dongkook Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:31.18% (+0.48%)

Analysis last updated: Thursday, March 28, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of KBI Dongkook Industrial Co Ltd S0GARCH
paramt-stat
ω0.92614.59
α0.11147.08
β0.801431.54
γ10.06131.24
γ2-0.0492-0.74
γ3-0.1353-3.56
γ40.26595.92
γ5-0.2259-4.60
γ60.09121.94
γ70.02740.69
γ8-0.0808-1.34
γ90.07181.06
Estimation Period:
Sep 17, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts