V-Lab: KT Skylife Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KT Skylife Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.75% (-0.45%)

Analysis last updated: Friday, May 3, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9577	6.35
$α$	0.0946	5.37
$β$	0.8542	31.97
$γ_{1}$	0.2677	2.22
$γ_{2}$	-0.5044	-2.52
$γ_{3}$	0.4957	3.46
$γ_{4}$	-0.4416	-4.12
$γ_{5}$	0.2624	3.44

Estimation Period:
Jun 6, 2011 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts