V-Lab
V-Lab

KTCS Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:58.91% (+1.43%)

Analysis last updated: Thursday, March 28, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KTCS Corp S0GARCH
paramt-stat
ω1.29434.42
α0.18455.72
β0.641711.55
γ1-0.4627-0.80
γ21.14981.30
γ3-0.8782-1.60
γ4-0.3077-0.64
γ51.14231.98
γ6-0.8539-1.34
γ70.45170.86
γ8-0.8341-1.66
γ91.42302.80
γ10-1.3194-4.14
Estimation Period:
Sep 16, 2010 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts