V-Lab: Kyeryong Construction Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kyeryong Construction Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:25.90% (-2.11%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6760	2.87
$α$	0.2146	8.58
$β$	0.7460	33.84
$γ_{1}$	-0.2613	-4.75
$γ_{2}$	0.3486	4.47
$γ_{3}$	-0.1246	-2.61
$γ_{4}$	0.0628	1.42
$γ_{5}$	-0.0273	-0.63
$γ_{6}$	-0.0057	-0.15
$γ_{7}$	0.0132	0.50

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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