V-Lab
V-Lab

Kukdong Oil & Chemicals Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:43.12% (-4.29%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kukdong Oil & Chemicals Co Ltd SGARCH
paramt-stat
ω0.82842.80
α0.14995.97
β0.796231.44
γ1-0.1218-1.33
γ20.23221.31
γ3-0.3084-2.35
γ40.30493.87
γ5-0.0308-0.39
γ6-0.2434-3.08
γ70.31764.07
γ8-0.2220-1.87
γ90.14490.92
γ10-0.2074-1.12
Estimation Period:
Jan 31, 1991 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts