V-Lab: Kumho Petrochemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kumho Petrochemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.11% (-1.25%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7916	7.13
$α$	0.1029	9.28
$β$	0.8429	49.79
$γ_{1}$	-0.0085	-0.30
$γ_{2}$	0.0363	0.86
$γ_{3}$	-0.0790	-2.54
$γ_{4}$	0.1163	3.42
$γ_{5}$	-0.1603	-4.68
$γ_{6}$	0.1795	5.85
$γ_{7}$	-0.1187	-4.17
$γ_{8}$	0.0407	1.93

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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