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

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V-Lab

KyungIn Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:32.75% (-0.69%)

Analysis last updated: Saturday, April 13, 2024 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8486	9.35
$α$	0.2018	8.06
$β$	0.6378	17.11
$γ_{1}$	0.0497	1.65
$γ_{2}$	-0.0344	-0.74
$γ_{3}$	-0.1304	-3.64
$γ_{4}$	0.2483	6.76
$γ_{5}$	-0.2180	-5.65
$γ_{6}$	0.0877	2.18
$γ_{7}$	0.0671	1.37
$γ_{8}$	-0.1347	-2.16
$γ_{9}$	0.0837	1.64

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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