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 Monday, April 22nd, 2024:29.02% (-0.30%)

Analysis last updated: Sunday, April 21, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7378	5.59
$α$	0.0566	3.46
$β$	0.8476	16.53
$γ_{1}$	-0.5742	-3.47
$γ_{2}$	0.9387	4.05
$γ_{3}$	-0.6275	-3.87
$γ_{4}$	0.4429	2.59
$γ_{5}$	-0.1943	-1.33
$γ_{6}$	-0.1185	-0.81
$γ_{7}$	0.2163	1.71

Estimation Period:
Feb 1, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts