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

V-Lab

| |

V-Lab

Koas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:41.62% (-0.82%)

Analysis last updated: Saturday, April 27, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7474	3.70
$α$	0.1895	5.68
$β$	0.6862	16.45
$γ_{1}$	-0.3619	-1.49
$γ_{2}$	0.5367	1.53
$γ_{3}$	-0.3483	-1.75
$γ_{4}$	0.3774	2.18
$γ_{5}$	-0.5082	-2.87
$γ_{6}$	0.7182	3.50
$γ_{7}$	-0.8209	-2.38
$γ_{8}$	0.6400	1.42
$γ_{9}$	-0.2787	-0.82

Estimation Period:
Aug 4, 2005 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts