V-Lab: Kia Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kia Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.71% (-1.17%)

Analysis last updated: Wednesday, May 1, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7684	7.30
$α$	0.0760	9.51
$β$	0.8892	79.84
$γ_{1}$	-0.0007	-0.02
$γ_{2}$	0.0464	0.91
$γ_{3}$	-0.1448	-3.84
$γ_{4}$	0.1839	5.17
$γ_{5}$	-0.1469	-4.10
$γ_{6}$	0.0942	2.54
$γ_{7}$	-0.0246	-0.78
$γ_{8}$	-0.0155	-0.75

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts