V-Lab: Kolon Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kolon Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:24.10% (-1.37%)

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
$ω$	0.7500	8.20
$α$	0.1235	6.93
$β$	0.7904	27.31
$γ_{1}$	-0.0053	-0.12
$γ_{2}$	0.0904	1.32
$γ_{3}$	-0.2017	-3.98
$γ_{4}$	0.1574	3.32
$γ_{5}$	-0.0149	-0.28
$γ_{6}$	-0.0984	-1.65
$γ_{7}$	0.1394	2.35
$γ_{8}$	-0.0673	-1.04
$γ_{9}$	-0.0759	-1.00
$γ_{10}$	0.1328	2.30

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

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