V-Lab: Kukdo Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kukdo Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:27.92% (-0.57%)

Analysis last updated: Thursday, April 18, 2024 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9132	7.86
$α$	0.0923	8.73
$β$	0.8490	49.45
$γ_{1}$	0.0114	0.42
$γ_{2}$	0.0065	0.15
$γ_{3}$	-0.1073	-3.05
$γ_{4}$	0.1962	5.41
$γ_{5}$	-0.1807	-5.51
$γ_{6}$	0.1018	3.34
$γ_{7}$	-0.0197	-0.73
$γ_{8}$	-0.0143	-0.80

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

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Volatility Forecasts