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

V-Lab

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V-Lab

Kwang Myung Electric Engineering Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:64.44% (-7.18%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0929	2.06
$α$	0.1633	8.95
$β$	0.7627	34.64
$γ_{1}$	0.2400	2.87
$γ_{2}$	-0.2884	-2.71
$γ_{3}$	-0.0382	-0.93
$γ_{4}$	0.2121	6.07
$γ_{5}$	-0.2610	-8.15
$γ_{6}$	0.2458	7.36
$γ_{7}$	-0.1452	-3.29
$γ_{8}$	0.0261	0.37

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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