V-Lab: Korean Air Lines Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korean Air Lines Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:22.46% (-0.30%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7145	6.00
$α$	0.0813	7.99
$β$	0.8885	72.96
$γ_{1}$	-0.0132	-0.34
$γ_{2}$	0.0692	1.21
$γ_{3}$	-0.1582	-4.20
$γ_{4}$	0.1699	4.82
$γ_{5}$	-0.1177	-3.24
$γ_{6}$	0.1036	2.79
$γ_{7}$	-0.0980	-3.07
$γ_{8}$	0.0661	3.15

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts