V-Lab: Kukdong Oil & Chemicals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kukdong Oil & Chemicals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:60.35% (+19.14%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8606	2.88
$α$	0.1498	6.03
$β$	0.7963	31.48
$γ_{1}$	-0.1005	-1.07
$γ_{2}$	0.1963	1.09
$γ_{3}$	-0.2815	-2.13
$γ_{4}$	0.2846	3.60
$γ_{5}$	-0.0219	-0.28
$γ_{6}$	-0.2389	-3.03
$γ_{7}$	0.3021	3.99
$γ_{8}$	-0.1961	-1.76
$γ_{9}$	0.0936	0.68
$γ_{10}$	-0.0649	-0.68

Estimation Period:
Jan 31, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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