V-Lab: Korea Airport Service Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Korea Airport Service Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.35% (-2.13%)

Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8355	4.68
$α$	0.1234	7.94
$β$	0.7856	29.27
$γ_{1}$	0.0275	0.50
$γ_{2}$	-0.0076	-0.10
$γ_{3}$	-0.0708	-1.45
$γ_{4}$	0.0296	0.53
$γ_{5}$	0.0633	1.16
$γ_{6}$	-0.1135	-2.38
$γ_{7}$	0.1827	4.14
$γ_{8}$	-0.1826	-3.45
$γ_{9}$	0.1078	2.00
$γ_{10}$	-0.0503	-1.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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