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

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V-Lab

Koas Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:58.50% (-0.62%)

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
$ω$	0.7342	3.71
$α$	0.1893	5.65
$β$	0.6813	15.67
$γ_{1}$	-0.3765	-1.57
$γ_{2}$	0.5609	1.63
$γ_{3}$	-0.3652	-1.86
$γ_{4}$	0.3881	2.28
$γ_{5}$	-0.5056	-2.90
$γ_{6}$	0.6835	3.38
$γ_{7}$	-0.7111	-2.11
$γ_{8}$	0.3606	0.88
$γ_{9}$	0.4148	1.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts