V-Lab: Kumho Petrochemical Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kumho Petrochemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:39.97% (-1.76%)

Analysis last updated: Saturday, April 27, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7669	6.97
$α$	0.1037	9.36
$β$	0.8409	49.67
$γ_{1}$	-0.0194	-0.68
$γ_{2}$	0.0539	1.29
$γ_{3}$	-0.0912	-2.96
$γ_{4}$	0.1261	3.72
$γ_{5}$	-0.1667	-4.86
$γ_{6}$	0.1798	5.73
$γ_{7}$	-0.1084	-3.11
$γ_{8}$	0.0062	0.10

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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