V-Lab: KCC Corp MF2-GARCH Volatility Analysis

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V-Lab

KCC Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:44.68% (-1.82%)

Analysis last updated: Wednesday, May 15, 2024 at 02:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0749	22.76
$β$	0.7708	60.30
$γ$	0.0544	10.25
$λ_{1}$	0.0712	2.52
$λ_{2}$	0.0296	3.20
$λ_{3}$	0.9608	80.46

Estimation Period:
Jan 3, 1990 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts