V-Lab
V-Lab

KBI Dongkook Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:25.52% (-0.62%)

Analysis last updated: Thursday, May 2, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KBI Dongkook Industrial Co Ltd S0GARCH
paramt-stat
ω0.94954.78
α0.11197.09
β0.802431.67
γ10.06701.41
γ2-0.0589-0.92
γ3-0.1269-3.36
γ40.25925.78
γ5-0.2246-4.59
γ60.09492.00
γ70.02320.59
γ8-0.0812-1.50
γ90.07581.21
Estimation Period:
Sep 17, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts