V-Lab: Kangnam Jevisco Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kangnam Jevisco Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:33.92% (-3.28%)

Analysis last updated: Saturday, May 4, 2024 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8297	6.76
$α$	0.1490	8.43
$β$	0.7494	27.81
$γ_{1}$	0.0278	0.79
$γ_{2}$	-0.0522	-0.99
$γ_{3}$	-0.0219	-0.53
$γ_{4}$	0.1009	2.34
$γ_{5}$	-0.1141	-2.97
$γ_{6}$	0.1445	4.13
$γ_{7}$	-0.1787	-4.69
$γ_{8}$	0.1811	4.77
$γ_{9}$	-0.1223	-4.63

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts