V-Lab: Kwang Myung Electric Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kwang Myung Electric Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:48.02% (-4.42%)

Analysis last updated: Tuesday, May 7, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0735	2.04
$α$	0.1631	8.95
$β$	0.7627	34.58
$γ_{1}$	0.2369	2.81
$γ_{2}$	-0.2848	-2.67
$γ_{3}$	-0.0371	-0.90
$γ_{4}$	0.2085	5.98
$γ_{5}$	-0.2577	-8.11
$γ_{6}$	0.2453	7.65
$γ_{7}$	-0.1505	-4.01
$γ_{8}$	0.0434	1.43

Estimation Period:
Sep 17, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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