V-Lab: KR Motors Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

KR Motors Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:62.89% (+10.53%)

Analysis last updated: Sunday, April 28, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7197	8.43
$α$	0.2025	7.98
$β$	0.7225	26.11
$γ_{1}$	0.0264	2.63
$γ_{2}$	-0.0597	-3.59
$γ_{3}$	0.0376	2.56
$γ_{4}$	0.0126	0.80
$γ_{5}$	-0.0262	-2.02

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts