V-Lab: KR Motors Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KR Motors Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:56.06% (-4.29%)

Analysis last updated: Saturday, May 4, 2024 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7200	8.44
$α$	0.2024	7.98
$β$	0.7226	26.12
$γ_{1}$	0.0263	2.63
$γ_{2}$	-0.0597	-3.59
$γ_{3}$	0.0377	2.56
$γ_{4}$	0.0124	0.78
$γ_{5}$	-0.0260	-2.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts