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V-Lab

KB Securities Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, October 14, 2016 at 08:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KB Securities Co Ltd SGARCH
paramt-stat
ω0.62987.38
α0.08668.15
β0.843842.62
γ1-0.0569-1.15
γ20.17352.26
γ3-0.2252-4.27
γ40.07781.74
γ50.11602.42
γ6-0.1866-3.56
γ70.20253.44
γ8-0.2133-2.69
Estimation Period:
Jan 3, 1990 to Oct 14, 2016
Impact of return on volatility tomorrow
Volatility Forecasts