V-Lab
V-Lab

KB Bookook No 1 Development REIT Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2015:896.15% (+440.96%)

Analysis last updated: Friday, January 29, 2016 at 03:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of KB Bookook No 1 Development REIT Co Ltd S0GARCH
paramt-stat
ω0.42401.62
α0.26493.27
β0.45592.16
γ149.38612.40
γ2-72.7266-2.62
γ323.25241.50
γ46.86360.49
γ5-8.8629-0.83
γ612.66100.69
γ7-21.7522-1.16
Estimation Period:
Jun 12, 2012 to Feb 27, 2015
Impact of return on volatility tomorrow
Volatility Forecasts