V-Lab: Kolon Industries Inc MF2-GARCH Volatility Analysis

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V-Lab

Kolon Industries Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.99% (-1.10%)

Analysis last updated: Wednesday, May 1, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	101
$α$	0.0469	9.76
$β$	0.8631	60.88
$γ$	0.0263	3.96
$λ_{1}$	1.7784	0.24
$λ_{2}$	0.2046	0.25
$λ_{3}$	0.4890	0.24

Estimation Period:
Feb 1, 2010 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts