V-Lab: Kumho Tire Co Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kumho Tire Co Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:37.36% (-0.39%)

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
$ω$	0.8116	5.92
$α$	0.1239	5.32
$β$	0.7464	15.53
$γ_{1}$	-0.0174	-0.10
$γ_{2}$	0.1564	0.57
$γ_{3}$	-0.3975	-1.97
$γ_{4}$	0.3185	1.69
$γ_{5}$	-0.0557	-0.31
$γ_{6}$	0.2762	1.17
$γ_{7}$	-0.7883	-2.46
$γ_{8}$	0.8817	3.09
$γ_{9}$	-0.4363	-2.29
$γ_{10}$	0.0284	0.20

Estimation Period:
Feb 17, 2005 to Apr 26, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts