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V-Lab

KB Insurance Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Tuesday, July 4, 2017 at 08:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KB Insurance Co Ltd SGARCH
paramt-stat
ω0.79637.43
α0.09247.86
β0.838536.80
γ10.03610.83
γ20.03610.54
γ3-0.1711-3.27
γ40.08881.79
γ50.06431.37
γ6-0.1059-2.08
γ70.06040.98
γ80.06890.50
Estimation Period:
Jan 3, 1990 to Jun 30, 2017
Impact of return on volatility tomorrow
Volatility Forecasts