V-Lab: KUMHOE&C Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KUMHOE&C Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.03% (-0.79%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7212	6.73
$α$	0.1752	8.91
$β$	0.7505	30.17
$γ_{1}$	-0.0661	-1.30
$γ_{2}$	0.1838	2.21
$γ_{3}$	-0.2350	-3.44
$γ_{4}$	0.1468	2.31
$γ_{5}$	-0.0005	-0.01
$γ_{6}$	-0.0685	-1.10
$γ_{7}$	0.0328	0.50
$γ_{8}$	0.0430	0.57
$γ_{9}$	-0.1060	-1.21
$γ_{10}$	0.1241	1.96

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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