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

V-Lab

| |

V-Lab

Kolon Enp Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.63% (-0.58%)

Analysis last updated: Friday, May 3, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0675	11.96
$β$	0.8646	77.52
$γ$	0.0410	2.77
$λ_{1}$	0.0420	2.08
$λ_{2}$	0.0108	4.25
$λ_{3}$	0.9831	204.13

Estimation Period:
Jun 15, 2011 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts