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

V-Lab

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V-Lab

Kolon Plastic Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:21.29% (-0.59%)

Analysis last updated: Saturday, April 13, 2024 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3684	3.67
$α$	0.0832	3.50
$β$	0.8403	14.57
$γ_{1}$	-0.3345	-0.80
$γ_{2}$	0.9258	1.62
$γ_{3}$	-1.1175	-3.55
$γ_{4}$	0.9085	2.81
$γ_{5}$	-0.3890	-1.14
$γ_{6}$	0.0493	0.13
$γ_{7}$	-0.5737	-1.18
$γ_{8}$	0.8956	2.39

Estimation Period:
Jun 15, 2011 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts