V-Lab
V-Lab

Kolmar Korea Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:26.80% (-1.04%)

Analysis last updated: Thursday, March 28, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kolmar Korea Holdings Co Ltd S0GARCH
paramt-stat
ω1.75265.26
α0.12298.84
β0.823342.00
γ1-0.0702-1.90
γ20.14972.66
γ3-0.1134-3.04
γ40.06011.97
γ5-0.0759-2.79
γ60.08304.07
Estimation Period:
Oct 24, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts