V-Lab: Kia Corp Spline-GARCH Volatility Analysis

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V-Lab

Kia Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:30.46% (-1.22%)

Analysis last updated: Thursday, May 16, 2024 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7725	7.34
$α$	0.0754	9.47
$β$	0.8901	80.00
$γ_{1}$	-0.0004	-0.01
$γ_{2}$	0.0473	0.93
$γ_{3}$	-0.1482	-3.95
$γ_{4}$	0.1885	5.35
$γ_{5}$	-0.1507	-4.22
$γ_{6}$	0.0945	2.52
$γ_{7}$	-0.0161	-0.45
$γ_{8}$	-0.0480	-0.81

Estimation Period:
Jan 3, 1990 to May 14, 2024

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Volatility Forecasts

Volatility Forecasts