V-Lab: KG Mobility Co Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KG Mobility Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:17.38% (-2.87%)

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
$ω$	0.4538	0.15
$α$	0.7638	20.99
$β$	0.2338	246.67
$γ_{1}$	-0.7179	-0.97
$γ_{2}$	0.9402	1.11
$γ_{3}$	-0.3303	-2.00
$γ_{4}$	0.0233	0.29
$γ_{5}$	0.2698	4.16
$γ_{6}$	-0.3843	-3.99
$γ_{7}$	0.4548	2.10
$γ_{8}$	-12.7311	-34.65
$γ_{9}$	37.5325	103.20
$γ_{10}$	-37.6844	-152.43

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts