V-Lab: Kolmar Korea Co Ltd MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Kolmar Korea Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.06% (+2.18%)

Analysis last updated: Sunday, April 21, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0202	3.88
$β$	0.5786	21.57
$γ$	0.1813	17.49
$λ_{1}$	0.2340	0.58
$λ_{2}$	0.0413	0.68
$λ_{3}$	0.9208	7.75

Estimation Period:
Oct 19, 2012 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts