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

V-Lab

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V-Lab

Kum Bi Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:24.86% (+3.82%)

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
$ω$	0.8796	7.82
$α$	0.2838	6.00
$β$	0.5495	10.97
$γ_{1}$	0.0811	1.97
$γ_{2}$	-0.2164	-3.44
$γ_{3}$	0.1270	2.33
$γ_{4}$	0.1254	1.82
$γ_{5}$	-0.2143	-2.79
$γ_{6}$	0.1934	2.24
$γ_{7}$	-0.2489	-2.14
$γ_{8}$	0.3631	3.13
$γ_{9}$	-0.4554	-4.50

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts