V-Lab: Kyobo Securities Co Ltd AGARCH Volatility Analysis

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V-Lab

Kyobo Securities Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.08% (-0.75%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0489	16.84
$α$	0.0924	43.15
$β$	0.9064	491.83
$γ$	-0.0636	-1.46

Estimation Period:
Dec 13, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts