V-Lab: Kolon Global Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kolon Global Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:37.91% (-0.13%)

Analysis last updated: Thursday, May 16, 2024 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6643	5.90
$α$	0.0873	7.24
$β$	0.8584	40.78
$γ_{1}$	-0.0333	-0.83
$γ_{2}$	0.1231	2.08
$γ_{3}$	-0.2412	-5.41
$γ_{4}$	0.2760	5.38
$γ_{5}$	-0.2343	-4.46
$γ_{6}$	0.2171	4.43
$γ_{7}$	-0.1879	-3.42
$γ_{8}$	0.1625	2.03
$γ_{9}$	-0.1730	-1.51

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts