V-Lab: Kukbo Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Kukbo Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:71.81% (-0.01%)

Analysis last updated: Sunday, April 21, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5888	6.65
$α$	0.1938	9.97
$β$	0.7116	27.38
$γ_{1}$	-0.1097	-2.30
$γ_{2}$	0.2365	3.31
$γ_{3}$	-0.3001	-5.30
$γ_{4}$	0.2742	4.46
$γ_{5}$	-0.1368	-2.20
$γ_{6}$	0.0459	0.69
$γ_{7}$	0.0125	0.16
$γ_{8}$	-0.0039	-0.04
$γ_{9}$	-0.1080	-1.12
$γ_{10}$	0.2699	2.23

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

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Volatility Forecasts

Volatility Forecasts