V-Lab
V-Lab

KBI Dongkook Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:27.84% (-0.70%)

Analysis last updated: Tuesday, April 30, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of KBI Dongkook Industrial Co Ltd S0GARCH
paramt-stat
ω0.92264.52
α0.11087.09
β0.803631.90
γ10.06161.24
γ2-0.0515-0.77
γ3-0.1309-3.45
γ40.26205.85
γ5-0.2250-4.60
γ60.09311.97
γ70.02560.65
γ8-0.0822-1.49
γ90.07521.19
Estimation Period:
Sep 17, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts