V-Lab: Kangnam Jevisco Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Kangnam Jevisco Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:43.38% (-4.88%)

Analysis last updated: Wednesday, May 1, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1406	32.26
$β$	0.7400	101.43
$γ$	0.0234	3.53
$λ_{1}$	0.0392	4.08
$λ_{2}$	0.1044	8.51
$λ_{3}$	0.8903	62.79

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Impact of return on volatility tomorrow

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Volatility Forecasts