V-Lab
V-Lab

KBI Dongkook Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:27.70% (+0.33%)

Analysis last updated: Thursday, April 18, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KBI Dongkook Industrial Co Ltd S0GARCH
paramt-stat
ω0.94694.78
α0.11237.09
β0.800831.36
γ10.06631.39
γ2-0.0562-0.87
γ3-0.1316-3.47
γ40.26335.85
γ5-0.2251-4.58
γ60.09181.94
γ70.02710.69
γ8-0.0825-1.43
γ90.07441.14
Estimation Period:
Sep 17, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts