V-Lab: KyungIn Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KyungIn Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:31.86% (-0.48%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8469	9.42
$α$	0.2026	8.09
$β$	0.6337	16.90
$γ_{1}$	0.0486	1.63
$γ_{2}$	-0.0327	-0.71
$γ_{3}$	-0.1310	-3.68
$γ_{4}$	0.2482	6.80
$γ_{5}$	-0.2177	-5.69
$γ_{6}$	0.0871	2.18
$γ_{7}$	0.0689	1.42
$γ_{8}$	-0.1386	-2.25
$γ_{9}$	0.0877	1.74

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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