V-Lab
V-Lab

Kukdong Oil & Chemicals Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:39.58% (-3.14%)

Analysis last updated: Wednesday, May 1, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kukdong Oil & Chemicals Co Ltd S0GARCH
paramt-stat
ω0.86892.88
α0.14986.07
β0.797331.86
γ1-0.0988-1.04
γ20.19401.07
γ3-0.2809-2.11
γ40.28583.60
γ5-0.0246-0.31
γ6-0.2368-2.98
γ70.30184.00
γ8-0.1961-1.77
γ90.09200.67
γ10-0.0628-0.65
Estimation Period:
Jan 31, 1991 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts