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

V-Lab

| |

V-Lab

Kolon Global Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:47.86% (-0.28%)

Analysis last updated: Wednesday, May 1, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6953	6.21
$α$	0.0889	7.39
$β$	0.8562	39.91
$γ_{1}$	-0.0108	-0.27
$γ_{2}$	0.0862	1.47
$γ_{3}$	-0.2149	-4.83
$γ_{4}$	0.2539	5.00
$γ_{5}$	-0.2145	-4.14
$γ_{6}$	0.1978	4.09
$γ_{7}$	-0.1664	-3.25
$γ_{8}$	0.1305	2.04
$γ_{9}$	-0.0968	-1.57

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts