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

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V-Lab

KR Motors Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:100.50% (-2.87%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6231	4.56
$α$	0.1935	8.84
$β$	0.7403	30.90
$γ_{1}$	-0.0600	-0.92
$γ_{2}$	0.1260	1.35
$γ_{3}$	-0.1096	-1.63
$γ_{4}$	-0.0021	-0.03
$γ_{5}$	0.0771	1.19
$γ_{6}$	-0.0656	-0.93
$γ_{7}$	0.0849	1.08
$γ_{8}$	-0.0269	-0.29
$γ_{9}$	-0.1403	-1.21
$γ_{10}$	0.4293	2.64

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts