V-Lab
V-Lab

Kolon Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:34.62% (-1.77%)

Analysis last updated: Thursday, March 28, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kolon Corp S0GARCH
paramt-stat
ω0.73908.04
α0.12216.87
β0.791427.11
γ1-0.0007-0.02
γ20.08061.16
γ3-0.1910-3.74
γ40.14543.05
γ5-0.0012-0.02
γ6-0.1117-1.87
γ70.14912.53
γ8-0.0733-1.13
γ9-0.0699-0.92
γ100.12662.21
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts