V-Lab: Kyung Nong Corp MF2-GARCH Volatility Analysis

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V-Lab

Kyung Nong Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:17.68% (-0.15%)

Analysis last updated: Wednesday, May 15, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.1129	22.78
$β$	0.8758	180.46
$γ$	0.0161	2.33
$λ_{1}$	9.2559	2.13
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.7708	5.96

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts