V-Lab: KyungDong Invest Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KyungDong Invest Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:56.50% (-2.15%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2140	4.63
$α$	0.1930	5.37
$β$	0.7248	19.43
$γ_{1}$	-0.2056	-2.17
$γ_{2}$	0.1226	0.84
$γ_{3}$	0.3643	2.69
$γ_{4}$	-0.4669	-3.31
$γ_{5}$	0.1832	1.56
$γ_{6}$	0.0867	0.76
$γ_{7}$	-0.0915	-0.66
$γ_{8}$	-0.0729	-0.48
$γ_{9}$	0.2739	1.61
$γ_{10}$	-0.3321	-2.12

Estimation Period:
Mar 7, 1997 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts