V-Lab: Kukdo Chemical Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Kukdo Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.76% (+7.46%)

Analysis last updated: Wednesday, May 1, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8959	8.17
$α$	0.1017	8.63
$β$	0.8240	41.51
$γ_{1}$	0.0096	0.38
$γ_{2}$	0.0091	0.23
$γ_{3}$	-0.1096	-3.40
$γ_{4}$	0.1974	5.96
$γ_{5}$	-0.1753	-5.83
$γ_{6}$	0.0804	2.86
$γ_{7}$	0.0379	1.30
$γ_{8}$	-0.1675	-3.12

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts