V-Lab
V-Lab

Kumho Petrochemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:44.10% (+10.63%)

Analysis last updated: Thursday, March 28, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kumho Petrochemical Co Ltd S0GARCH
paramt-stat
ω0.78947.10
α0.10369.30
β0.842249.62
γ1-0.0099-0.34
γ20.03890.91
γ3-0.0818-2.61
γ40.11943.45
γ5-0.1626-4.67
γ60.17995.78
γ7-0.1173-4.06
γ80.03921.83
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts