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

V-Lab

| |

V-Lab

KR Motors Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:89.12% (-1.16%)

Analysis last updated: Thursday, May 9, 2024 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6303	4.71
$α$	0.1942	8.83
$β$	0.7387	30.42
$γ_{1}$	-0.0575	-0.91
$γ_{2}$	0.1235	1.35
$γ_{3}$	-0.1099	-1.65
$γ_{4}$	-0.0012	-0.02
$γ_{5}$	0.0764	1.19
$γ_{6}$	-0.0650	-0.93
$γ_{7}$	0.0851	1.09
$γ_{8}$	-0.0291	-0.31
$γ_{9}$	-0.1348	-1.17
$γ_{10}$	0.4190	2.68

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts