V-Lab: Kolon Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kolon Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:15.57% (-0.23%)

Analysis last updated: Saturday, May 11, 2024 at 03:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7036	8.20
$α$	0.1220	6.56
$β$	0.7863	25.82
$γ_{1}$	0.0005	0.02
$γ_{2}$	0.0596	1.24
$γ_{3}$	-0.1774	-4.94
$γ_{4}$	0.2170	6.06
$γ_{5}$	-0.1761	-5.20
$γ_{6}$	0.1138	2.94
$γ_{7}$	-0.0246	-0.47
$γ_{8}$	-0.0538	-0.83
$γ_{9}$	0.0040	0.04

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts