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

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V-Lab

Kolon Global Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:47.84% (-0.19%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6965	6.24
$α$	0.0888	7.43
$β$	0.8561	39.89
$γ_{1}$	-0.0105	-0.27
$γ_{2}$	0.0866	1.47
$γ_{3}$	-0.2165	-4.86
$γ_{4}$	0.2554	5.03
$γ_{5}$	-0.2155	-4.15
$γ_{6}$	0.1986	4.10
$γ_{7}$	-0.1670	-3.25
$γ_{8}$	0.1315	2.04
$γ_{9}$	-0.0979	-1.58

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts