V-Lab: Kolmar Korea Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kolmar Korea Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:38.14% (-0.23%)

Analysis last updated: Tuesday, April 16, 2024 at 08:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1910	12.71
$α$	0.0421	3.51
$β$	0.9018	30.95
$γ_{1}$	0.0037	2.82

Estimation Period:
Oct 19, 2012 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts