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

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V-Lab

KISCO Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:32.37% (-1.55%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7389	6.07
$α$	0.1076	9.68
$β$	0.8354	46.65
$γ_{1}$	0.0101	0.23
$γ_{2}$	0.0084	0.13
$γ_{3}$	-0.1058	-2.16
$γ_{4}$	0.1826	3.49
$γ_{5}$	-0.1906	-4.15
$γ_{6}$	0.1619	4.00
$γ_{7}$	-0.1183	-2.53
$γ_{8}$	0.1255	2.58
$γ_{9}$	-0.1099	-3.39

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts