V-Lab: Korea Airport Service Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Korea Airport Service Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:37.28% (-0.76%)

Analysis last updated: Saturday, April 20, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8333	4.65
$α$	0.1243	7.94
$β$	0.7840	28.89
$γ_{1}$	0.0278	0.50
$γ_{2}$	-0.0080	-0.11
$γ_{3}$	-0.0698	-1.41
$γ_{4}$	0.0269	0.48
$γ_{5}$	0.0671	1.22
$γ_{6}$	-0.1172	-2.45
$γ_{7}$	0.1851	4.10
$γ_{8}$	-0.1821	-3.33
$γ_{9}$	0.1052	1.92
$γ_{10}$	-0.0480	-1.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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