V-Lab
V-Lab

KISCO Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:50.50% (-3.70%)

Analysis last updated: Thursday, March 28, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KISCO Holdings Co Ltd S0GARCH
paramt-stat
ω0.73365.91
α0.10829.70
β0.835346.66
γ10.01130.26
γ20.00640.10
γ3-0.1060-2.13
γ40.18483.50
γ5-0.1932-4.20
γ60.16464.04
γ7-0.1224-2.57
γ80.13052.67
γ9-0.1131-3.51
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
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