V-Lab: Kyung Nong Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kyung Nong Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:27.08% (+2.09%)

Analysis last updated: Wednesday, April 17, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9731	6.63
$α$	0.1487	7.94
$β$	0.7997	37.93
$γ_{1}$	-0.0078	-0.18
$γ_{2}$	0.0655	0.97
$γ_{3}$	-0.1843	-3.63
$γ_{4}$	0.2519	5.06
$γ_{5}$	-0.2476	-4.04
$γ_{6}$	0.1932	2.55
$γ_{7}$	-0.0212	-0.24
$γ_{8}$	-0.1109	-1.11
$γ_{9}$	0.0712	0.85

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

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Volatility Forecasts