V-Lab: KR Motors Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

KR Motors Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:62.13% (-1.52%)

Analysis last updated: Thursday, May 9, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1900	36.50
$β$	0.6898	81.32
$γ$	0.0136	1.36
$λ_{1}$	4.9487	0.47
$λ_{2}$	0.7637	0.45
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts