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 22nd, 2024:24.30% (-1.28%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4220	5.22
$α$	0.1685	8.45
$β$	0.7606	29.90
$γ_{1}$	-0.0084	-0.09
$γ_{2}$	0.1356	1.00
$γ_{3}$	-0.2461	-2.79
$γ_{4}$	0.1451	1.90
$γ_{5}$	-0.0199	-0.25
$γ_{6}$	0.1390	1.56
$γ_{7}$	-0.3741	-3.84
$γ_{8}$	0.3379	4.30

Estimation Period:
Aug 22, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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