V-Lab: Kolon Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kolon Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.79% (-0.56%)

Analysis last updated: Wednesday, May 1, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7456	8.19
$α$	0.1221	6.89
$β$	0.7909	27.21
$γ_{1}$	-0.0007	-0.02
$γ_{2}$	0.0813	1.20
$γ_{3}$	-0.1936	-3.86
$γ_{4}$	0.1513	3.23
$γ_{5}$	-0.0101	-0.19
$γ_{6}$	-0.1026	-1.74
$γ_{7}$	0.1431	2.45
$γ_{8}$	-0.0710	-1.12
$γ_{9}$	-0.0733	-0.98
$γ_{10}$	0.1322	2.31

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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