V-Lab: KyungDong Invest Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KyungDong Invest Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:48.03% (-2.71%)

Analysis last updated: Saturday, May 4, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2001	4.56
$α$	0.1938	5.39
$β$	0.7237	19.39
$γ_{1}$	-0.2105	-2.21
$γ_{2}$	0.1292	0.89
$γ_{3}$	0.3622	2.69
$γ_{4}$	-0.4685	-3.34
$γ_{5}$	0.1877	1.61
$γ_{6}$	0.0829	0.73
$γ_{7}$	-0.0908	-0.66
$γ_{8}$	-0.0709	-0.47
$γ_{9}$	0.2691	1.61
$γ_{10}$	-0.3266	-2.14

Estimation Period:
Mar 7, 1997 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts