V-Lab: Korea Cast Iron Pipe Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Korea Cast Iron Pipe Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:11.39% (-0.16%)

Analysis last updated: Friday, May 3, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8497	4.92
$α$	0.0976	8.65
$β$	0.8792	61.12
$γ_{1}$	0.0235	0.40
$γ_{2}$	0.0083	0.09
$γ_{3}$	-0.1664	-2.02
$γ_{4}$	0.2510	3.20
$γ_{5}$	-0.1663	-1.98
$γ_{6}$	0.0631	0.56
$γ_{7}$	0.0149	0.12
$γ_{8}$	-0.1051	-0.94
$γ_{9}$	0.1297	2.04

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Korea Cast Iron Pipe Industries Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH