V-Lab: Kangwon Land Inc AGARCH Volatility Analysis

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V-Lab

Kangwon Land Inc AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:27.68% (-0.94%)

Analysis last updated: Thursday, April 18, 2024 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1756	18.13
$α$	0.0824	41.44
$β$	0.8724	364.70
$γ$	0.5319	9.29

Estimation Period:
Oct 25, 2001 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts