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 22nd, 2024:24.63% (+1.23%)

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
$ω$	1.3816	3.70
$α$	0.0828	3.50
$β$	0.8406	14.61
$γ_{1}$	-0.3169	-0.77
$γ_{2}$	0.8984	1.58
$γ_{3}$	-1.1015	-3.52
$γ_{4}$	0.9010	2.77
$γ_{5}$	-0.3868	-1.12
$γ_{6}$	0.0399	0.11
$γ_{7}$	-0.5537	-1.17
$γ_{8}$	0.8831	2.39

Estimation Period:
Jun 15, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts