V-Lab: KB Capital Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KB Capital Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 5th, 2017:26.31% (-0.61%)

Analysis last updated: Tuesday, July 4, 2017 at 08:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7074	6.27
$α$	0.1041	7.73
$β$	0.8562	46.77
$γ_{1}$	-0.0040	-0.86
$γ_{2}$	0.0118	2.05

Estimation Period:
Nov 19, 1996 to Jun 30, 2017

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts