V-Lab: Kolon Enp Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kolon Enp Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.86% (-0.65%)

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
$ω$	1.3818	3.71
$α$	0.0828	3.50
$β$	0.8409	14.73
$γ_{1}$	-0.3117	-0.76
$γ_{2}$	0.8870	1.57
$γ_{3}$	-1.0916	-3.49
$γ_{4}$	0.8982	2.74
$γ_{5}$	-0.3905	-1.11
$γ_{6}$	0.0404	0.11
$γ_{7}$	-0.5542	-1.21
$γ_{8}$	0.8925	2.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts