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

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V-Lab

Kumho Tire Co Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:39.90% (-0.37%)

Analysis last updated: Saturday, April 27, 2024 at 11:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7962	5.79
$α$	0.1242	5.37
$β$	0.7445	15.58
$γ_{1}$	-0.0499	-0.27
$γ_{2}$	0.2095	0.76
$γ_{3}$	-0.4352	-2.18
$γ_{4}$	0.3514	1.88
$γ_{5}$	-0.0858	-0.48
$γ_{6}$	0.3033	1.28
$γ_{7}$	-0.8153	-2.55
$γ_{8}$	0.9208	3.20
$γ_{9}$	-0.5122	-2.31
$γ_{10}$	0.1962	0.51

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts