V-Lab: Korea Industrial Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Korea Industrial Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:30.18% (-0.78%)

Analysis last updated: Thursday, May 9, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1606	23.02
$β$	0.7399	50.38
$γ$	-0.0582	-6.55
$λ_{1}$	0.1113	3.30
$λ_{2}$	0.0261	3.61
$λ_{3}$	0.9672	111.26

Estimation Period:
Jan 14, 1991 to May 3, 2024

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