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 Thursday, April 18th, 2024:43.33% (-3.30%)

Analysis last updated: Thursday, April 18, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8111	5.87
$α$	0.1241	5.32
$β$	0.7476	15.61
$γ_{1}$	-0.0204	-0.11
$γ_{2}$	0.1623	0.58
$γ_{3}$	-0.4019	-1.97
$γ_{4}$	0.3193	1.68
$γ_{5}$	-0.0570	-0.32
$γ_{6}$	0.2826	1.18
$γ_{7}$	-0.7934	-2.46
$γ_{8}$	0.8745	3.09
$γ_{9}$	-0.4173	-2.21
$γ_{10}$	0.0116	0.08

Estimation Period:
Feb 17, 2005 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts