V-Lab: Korean Air Lines Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korean Air Lines Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:22.81% (+1.17%)

Analysis last updated: Saturday, April 20, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7135	6.00
$α$	0.0814	7.98
$β$	0.8883	72.74
$γ_{1}$	-0.0136	-0.35
$γ_{2}$	0.0702	1.22
$γ_{3}$	-0.1591	-4.23
$γ_{4}$	0.1707	4.83
$γ_{5}$	-0.1182	-3.25
$γ_{6}$	0.1038	2.79
$γ_{7}$	-0.0977	-3.06
$γ_{8}$	0.0656	3.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts