V-Lab: Kum Bi Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Kum Bi Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.72% (-0.68%)

Analysis last updated: Thursday, May 2, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.3254	21.29
$β$	0.5372	34.73
$γ$	-0.1493	-8.57
$λ_{1}$	0.0457	1.98
$λ_{2}$	0.0238	4.53
$λ_{3}$	0.9722	154.71

Estimation Period:
Dec 6, 1993 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts