V-Lab: Kwang Myung Electric Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kwang Myung Electric Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:65.09% (-7.08%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0798	2.04
$α$	0.1627	8.94
$β$	0.7637	34.80
$γ_{1}$	0.2376	2.82
$γ_{2}$	-0.2857	-2.67
$γ_{3}$	-0.0371	-0.90
$γ_{4}$	0.2088	5.97
$γ_{5}$	-0.2581	-8.09
$γ_{6}$	0.2456	7.62
$γ_{7}$	-0.1504	-3.99
$γ_{8}$	0.0431	1.42

Estimation Period:
Sep 17, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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