V-Lab
V-Lab

Kolon Global Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:50.68% (-0.38%)

Analysis last updated: Thursday, March 28, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kolon Global Corp S0GARCH
paramt-stat
ω0.69086.23
α0.08977.55
β0.854139.21
γ1-0.0137-0.34
γ20.09171.56
γ3-0.2200-4.95
γ40.25775.09
γ5-0.2166-4.18
γ60.19884.12
γ7-0.1672-3.24
γ80.13362.04
γ9-0.1015-1.61
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts