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

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V-Lab

Kangnam Jevisco Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:41.04% (-4.95%)

Analysis last updated: Wednesday, May 1, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8431	6.94
$α$	0.1495	8.44
$β$	0.7463	26.53
$γ_{1}$	0.0336	0.97
$γ_{2}$	-0.0578	-1.11
$γ_{3}$	-0.0264	-0.65
$γ_{4}$	0.1120	2.59
$γ_{5}$	-0.1298	-3.37
$γ_{6}$	0.1658	4.72
$γ_{7}$	-0.2121	-5.50
$γ_{8}$	0.2454	5.83
$γ_{9}$	-0.2867	-4.88

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts