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

V-Lab

| |

V-Lab

Kolon Global Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:43.41% (-0.30%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6627	5.93
$α$	0.0882	7.31
$β$	0.8563	39.78
$γ_{1}$	-0.0336	-0.84
$γ_{2}$	0.1237	2.09
$γ_{3}$	-0.2419	-5.46
$γ_{4}$	0.2765	5.42
$γ_{5}$	-0.2339	-4.48
$γ_{6}$	0.2147	4.41
$γ_{7}$	-0.1825	-3.36
$γ_{8}$	0.1513	1.93
$γ_{9}$	-0.1415	-1.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts