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

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V-Lab

KISCO Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:26.51% (-0.78%)

Analysis last updated: Tuesday, May 7, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7214	5.76
$α$	0.1083	9.69
$β$	0.8351	46.70
$γ_{1}$	0.0042	0.09
$γ_{2}$	0.0177	0.27
$γ_{3}$	-0.1138	-2.31
$γ_{4}$	0.1925	3.64
$γ_{5}$	-0.2009	-4.32
$γ_{6}$	0.1706	4.18
$γ_{7}$	-0.1244	-2.57
$γ_{8}$	0.1294	2.33
$γ_{9}$	-0.1163	-1.41

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts