V-Lab: Kukdong Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kukdong Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.41% (+0.54%)

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
$ω$	1.1876	5.95
$α$	0.2231	8.41
$β$	0.6221	16.72
$γ_{1}$	-0.0808	-1.20
$γ_{2}$	0.0806	0.78
$γ_{3}$	0.1693	2.05
$γ_{4}$	-0.3690	-4.73
$γ_{5}$	0.3398	4.82
$γ_{6}$	-0.3111	-4.91
$γ_{7}$	0.3643	5.62
$γ_{8}$	-0.3363	-4.40
$γ_{9}$	0.2019	3.28

Estimation Period:
Dec 25, 1996 to Apr 19, 2024

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