V-Lab: KT Skylife Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KT Skylife Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:13.44% (-0.25%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9638	6.34
$α$	0.0952	5.40
$β$	0.8536	31.87
$γ_{1}$	0.2722	2.24
$γ_{2}$	-0.5116	-2.53
$γ_{3}$	0.4994	3.46
$γ_{4}$	-0.4419	-4.07
$γ_{5}$	0.2605	3.36

Estimation Period:
Jun 6, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts