V-Lab: KISCO Holdings Co Ltd AGARCH Volatility Analysis

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V-Lab

KISCO Holdings Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:34.27% (-1.49%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1275	21.92
$α$	0.1054	48.31
$β$	0.8832	389.93
$γ$	0.0407	0.96

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts