V-Lab: Korean Air Lines Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korean Air Lines Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:21.12% (-0.65%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7148	6.00
$α$	0.0812	7.99
$β$	0.8885	73.02
$γ_{1}$	-0.0132	-0.34
$γ_{2}$	0.0692	1.21
$γ_{3}$	-0.1582	-4.20
$γ_{4}$	0.1700	4.81
$γ_{5}$	-0.1178	-3.24
$γ_{6}$	0.1038	2.79
$γ_{7}$	-0.0983	-3.08
$γ_{8}$	0.0664	3.17

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts