V-Lab: KISCO Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

KISCO Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.41% (-1.37%)

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
$ω$	0.7404	6.08
$α$	0.1084	9.68
$β$	0.8341	46.20
$γ_{1}$	0.0141	0.33
$γ_{2}$	0.0014	0.02
$γ_{3}$	-0.1010	-2.06
$γ_{4}$	0.1798	3.44
$γ_{5}$	-0.1892	-4.13
$γ_{6}$	0.1613	3.99
$γ_{7}$	-0.1179	-2.52
$γ_{8}$	0.1247	2.56
$γ_{9}$	-0.1092	-3.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts