V-Lab: Kolon Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kolon Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.73% (-0.86%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7023	8.16
$α$	0.1219	6.55
$β$	0.7869	25.89
$γ_{1}$	0.0002	0.01
$γ_{2}$	0.0598	1.24
$γ_{3}$	-0.1772	-4.93
$γ_{4}$	0.2168	6.05
$γ_{5}$	-0.1758	-5.18
$γ_{6}$	0.1132	2.92
$γ_{7}$	-0.0235	-0.45
$γ_{8}$	-0.0561	-0.87
$γ_{9}$	0.0112	0.11

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

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Volatility Forecasts