V-Lab: Kumho Tire Co Inc MF2-GARCH Volatility Analysis

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V-Lab

Kumho Tire Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.62% (-3.22%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1284	17.96
$β$	0.5766	31.89
$γ$	0.0286	2.95
$λ_{1}$	2.0873	1.42
$λ_{2}$	0.7345	2.66
$λ_{3}$	0.0000	0.00

Estimation Period:
Feb 17, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts