V-Lab: Kyeryong Construction Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Kyeryong Construction Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:26.13% (+0.77%)

Analysis last updated: Friday, April 19, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6761	2.86
$α$	0.2151	8.58
$β$	0.7457	33.81
$γ_{1}$	-0.2620	-4.75
$γ_{2}$	0.3494	4.46
$γ_{3}$	-0.1246	-2.61
$γ_{4}$	0.0627	1.41
$γ_{5}$	-0.0273	-0.63
$γ_{6}$	-0.0052	-0.14
$γ_{7}$	0.0125	0.47

Estimation Period:
Jan 30, 1996 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Kyeryong Construction Industrial Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH