V-Lab
V-Lab

KBI Dongkook Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:25.77% (+4.14%)

Analysis last updated: Wednesday, May 22, 2024 at 01:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KBI Dongkook Industrial Co Ltd SGARCH
paramt-stat
ω0.89324.66
α0.11716.63
β0.761525.53
γ10.02270.39
γ20.05880.76
γ3-0.2746-6.13
γ40.32736.21
γ5-0.1321-2.25
γ6-0.0779-1.35
γ70.14132.03
γ8-0.1011-1.37
γ90.07331.17
γ10-0.1900-1.05
Estimation Period:
Sep 17, 1990 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts