V-Lab: Korea Refractories Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korea Refractories Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:18.70% (-0.90%)

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
$ω$	2.4223	5.21
$α$	0.1690	8.45
$β$	0.7602	29.83
$γ_{1}$	-0.0092	-0.10
$γ_{2}$	0.1372	1.01
$γ_{3}$	-0.2473	-2.80
$γ_{4}$	0.1461	1.90
$γ_{5}$	-0.0227	-0.28
$γ_{6}$	0.1455	1.62
$γ_{7}$	-0.3826	-3.87
$γ_{8}$	0.3436	4.33

Estimation Period:
Aug 22, 1996 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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