V-Lab: Kolon Material Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Kolon Material Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 3rd, 2021:33.55% (+0.62%)

Analysis last updated: Monday, August 2, 2021 at 09:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0708	2.63
$α$	0.0589	2.86
$β$	0.8525	15.14
$γ_{1}$	1.4089	0.67
$γ_{2}$	-2.6942	-0.93
$γ_{3}$	3.1643	2.19
$γ_{4}$	-3.9284	-3.12
$γ_{5}$	4.1695	3.34
$γ_{6}$	-2.6165	-1.90
$γ_{7}$	-0.9371	-0.77
$γ_{8}$	3.3319	2.04
$γ_{9}$	-3.9719	-2.05
$γ_{10}$	3.1153	2.58

Estimation Period:
Apr 5, 2012 to Jul 30, 2021

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts