V-Lab: Kumho Tire Co Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kumho Tire Co Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:42.99% (+2.42%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8117	5.90
$α$	0.1237	5.32
$β$	0.7476	15.64
$γ_{1}$	-0.0178	-0.10
$γ_{2}$	0.1573	0.57
$γ_{3}$	-0.3986	-1.97
$γ_{4}$	0.3194	1.69
$γ_{5}$	-0.0562	-0.31
$γ_{6}$	0.2763	1.16
$γ_{7}$	-0.7880	-2.45
$γ_{8}$	0.8798	3.08
$γ_{9}$	-0.4308	-2.25
$γ_{10}$	0.0214	0.15

Estimation Period:
Feb 17, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts