V-Lab
V-Lab

Kukdong Oil & Chemicals Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:25.34% (+0.38%)

Analysis last updated: Thursday, March 28, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kukdong Oil & Chemicals Co Ltd S0GARCH
paramt-stat
ω0.86192.90
α0.14896.00
β0.797231.60
γ1-0.0999-1.05
γ20.19641.08
γ3-0.2820-2.12
γ40.28173.54
γ5-0.0141-0.18
γ6-0.2479-3.13
γ70.30833.97
γ8-0.1995-1.73
γ90.09660.70
γ10-0.0673-0.70
Estimation Period:
Jan 31, 1991 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts