V-Lab: Korea Engineering Consultants Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korea Engineering Consultants Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:24.95% (-5.21%)

Analysis last updated: Thursday, April 18, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4343	4.61
$α$	0.2424	4.66
$β$	0.3884	4.33
$γ_{1}$	-0.1954	-0.36
$γ_{2}$	0.3027	0.36
$γ_{3}$	0.1300	0.17
$γ_{4}$	-0.2524	-0.26
$γ_{5}$	0.2851	0.27
$γ_{6}$	-1.2872	-1.58
$γ_{7}$	1.9543	3.39
$γ_{8}$	-1.0339	-1.95
$γ_{9}$	-0.7585	-1.49
$γ_{10}$	1.5054	4.52

Estimation Period:
Apr 28, 2011 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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