V-Lab: KyungIn Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KyungIn Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.63% (-0.79%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8630	9.60
$α$	0.2033	8.09
$β$	0.6338	16.92
$γ_{1}$	0.0529	1.79
$γ_{2}$	-0.0382	-0.83
$γ_{3}$	-0.1296	-3.64
$γ_{4}$	0.2485	6.80
$γ_{5}$	-0.2189	-5.71
$γ_{6}$	0.0885	2.21
$γ_{7}$	0.0677	1.39
$γ_{8}$	-0.1374	-2.21
$γ_{9}$	0.0866	1.71

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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