V-Lab: KISCO Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KISCO Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:32.34% (+0.45%)

Analysis last updated: Saturday, April 20, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7391	6.09
$α$	0.1087	9.67
$β$	0.8334	45.92
$γ_{1}$	0.0116	0.27
$γ_{2}$	0.0064	0.10
$γ_{3}$	-0.1056	-2.16
$γ_{4}$	0.1836	3.51
$γ_{5}$	-0.1916	-4.19
$γ_{6}$	0.1627	4.03
$γ_{7}$	-0.1194	-2.55
$γ_{8}$	0.1266	2.61
$γ_{9}$	-0.1104	-3.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts