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

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V-Lab

Kukbo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:44.15% (-0.01%)

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
$ω$	0.6538	6.82
$α$	0.1902	9.78
$β$	0.7242	28.53
$γ_{1}$	-0.0592	-1.20
$γ_{2}$	0.1543	2.08
$γ_{3}$	-0.2423	-4.09
$γ_{4}$	0.2289	3.59
$γ_{5}$	-0.1046	-1.64
$γ_{6}$	0.0216	0.32
$γ_{7}$	0.0404	0.51
$γ_{8}$	-0.0525	-0.54
$γ_{9}$	-0.0080	-0.09
$γ_{10}$	0.0286	0.44

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

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