V-Lab: KG Mobility Co Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KG Mobility Co Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:7.98% (-7.82%)

Analysis last updated: Thursday, May 16, 2024 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	18.1139	3.67
$α$	0.8058	231.22
$β$	0.1939	55.35
$γ_{1}$	-0.0763	-1.59
$γ_{2}$	0.1527	2.13
$γ_{3}$	-0.1330	-2.51
$γ_{4}$	-0.0481	-1.00
$γ_{5}$	0.3125	5.72
$γ_{6}$	-0.4494	-5.31
$γ_{7}$	0.5879	3.14
$γ_{8}$	-17.1098	-36.13
$γ_{9}$	51.5772	39.60
$γ_{10}$	-57.1106	-29.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts