V-Lab: Kyungnam Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Kyungnam Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 19th, 2016:346.80% (-52.62%)

Analysis last updated: Wednesday, May 18, 2016 at 07:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6340	4.36
$α$	0.1673	8.01
$β$	0.7369	21.06
$γ_{1}$	-0.1708	-1.54
$γ_{2}$	0.1439	0.86
$γ_{3}$	-0.0730	-0.56
$γ_{4}$	0.2807	2.36
$γ_{5}$	-0.2421	-1.74
$γ_{6}$	-0.0412	-0.19
$γ_{7}$	0.4384	1.21
$γ_{8}$	-0.5704	-1.58

Estimation Period:
Aug 15, 1994 to May 13, 2016

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts