V-Lab: Kumho Electric Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Kumho Electric Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.58% (-0.40%)

Analysis last updated: Tuesday, April 30, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6383	7.51
$α$	0.1341	6.51
$β$	0.7899	27.15
$γ_{1}$	0.0087	0.34
$γ_{2}$	0.0098	0.25
$γ_{3}$	-0.0907	-3.24
$γ_{4}$	0.1171	4.16
$γ_{5}$	-0.0596	-1.84
$γ_{6}$	0.0037	0.08
$γ_{7}$	0.0777	1.35
$γ_{8}$	-0.1632	-1.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts