V-Lab: Kum Bi Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kum Bi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.88% (+0.26%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8630	7.26
$α$	0.2902	5.47
$β$	0.5513	10.46
$γ_{1}$	0.0643	1.51
$γ_{2}$	-0.1909	-2.94
$γ_{3}$	0.1151	2.06
$γ_{4}$	0.1258	1.79
$γ_{5}$	-0.2033	-2.60
$γ_{6}$	0.1722	1.96
$γ_{7}$	-0.2107	-1.79
$γ_{8}$	0.2772	2.43
$γ_{9}$	-0.2168	-3.35

Estimation Period:
Dec 6, 1993 to Apr 19, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts