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

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V-Lab

KISCO Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.56% (-1.37%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7203	5.76
$α$	0.1085	9.70
$β$	0.8346	46.61
$γ_{1}$	0.0035	0.08
$γ_{2}$	0.0193	0.29
$γ_{3}$	-0.1157	-2.35
$γ_{4}$	0.1945	3.69
$γ_{5}$	-0.2023	-4.37
$γ_{6}$	0.1713	4.20
$γ_{7}$	-0.1246	-2.57
$γ_{8}$	0.1282	2.31
$γ_{9}$	-0.1092	-1.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts