V-Lab: Kolon Industries Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kolon Industries Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:27.74% (-0.11%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7362	5.58
$α$	0.0567	3.46
$β$	0.8471	16.38
$γ_{1}$	-0.5789	-3.49
$γ_{2}$	0.9459	4.07
$γ_{3}$	-0.6309	-3.87
$γ_{4}$	0.4431	2.58
$γ_{5}$	-0.1916	-1.30
$γ_{6}$	-0.1205	-0.81
$γ_{7}$	0.2149	1.68

Estimation Period:
Feb 1, 2010 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts