V-Lab: Kum Bi Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kum Bi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:36.09% (+2.58%)

Analysis last updated: Friday, May 3, 2024 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8968	7.38
$α$	0.2916	5.44
$β$	0.5545	10.59
$γ_{1}$	0.0722	1.71
$γ_{2}$	-0.1998	-3.09
$γ_{3}$	0.1161	2.07
$γ_{4}$	0.1261	1.79
$γ_{5}$	-0.2044	-2.61
$γ_{6}$	0.1726	1.97
$γ_{7}$	-0.2083	-1.77
$γ_{8}$	0.2717	2.37
$γ_{9}$	-0.2115	-3.22

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

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