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

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V-Lab

Kukbo Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:65.40% (0.00%)

Analysis last updated: Thursday, May 9, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5885	6.62
$α$	0.1942	9.93
$β$	0.7120	27.43
$γ_{1}$	-0.1094	-2.29
$γ_{2}$	0.2356	3.29
$γ_{3}$	-0.2987	-5.26
$γ_{4}$	0.2732	4.42
$γ_{5}$	-0.1361	-2.18
$γ_{6}$	0.0446	0.68
$γ_{7}$	0.0157	0.20
$γ_{8}$	-0.0102	-0.10
$γ_{9}$	-0.0968	-1.01
$γ_{10}$	0.2428	2.09

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts