V-Lab
V-Lab

Kukdo Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:22.96% (+0.17%)

Analysis last updated: Thursday, March 28, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kukdo Chemical Co Ltd S0GARCH
paramt-stat
ω0.90797.96
α0.09348.68
β0.844547.50
γ10.01170.44
γ20.00630.15
γ3-0.1086-3.17
γ40.19795.63
γ5-0.1805-5.67
γ60.09903.34
γ7-0.0145-0.55
γ8-0.0193-1.11
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts