V-Lab: Kyeryong Construction Industrial Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Kyeryong Construction Industrial Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.11% (-2.41%)

Analysis last updated: Saturday, April 27, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.2466	27.30
$β$	0.6492	65.99
$γ$	-0.0254	-2.39
$λ_{1}$	0.0713	6.52
$λ_{2}$	0.0595	7.85
$λ_{3}$	0.9348	107.40

Estimation Period:
Jan 30, 1996 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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