V-Lab: Kolon Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kolon Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.58% (-0.76%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7469	8.18
$α$	0.1220	6.91
$β$	0.7918	27.49
$γ_{1}$	-0.0026	-0.06
$γ_{2}$	0.0846	1.24
$γ_{3}$	-0.1955	-3.87
$γ_{4}$	0.1520	3.22
$γ_{5}$	-0.0103	-0.20
$γ_{6}$	-0.1025	-1.73
$γ_{7}$	0.1430	2.42
$γ_{8}$	-0.0703	-1.10
$γ_{9}$	-0.0744	-0.98
$γ_{10}$	0.1331	2.31

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

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