V-Lab: Korea Development Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Korea Development Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 29th, 2020:39.98% (-3.74%)

Analysis last updated: Saturday, June 27, 2020 at 03:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5811	7.32
$α$	0.1398	9.20
$β$	0.7709	33.08
$γ_{1}$	0.1114	0.97
$γ_{2}$	-0.0307	-0.14
$γ_{3}$	-0.2089	-1.28
$γ_{4}$	0.0310	0.32
$γ_{5}$	0.2910	4.42
$γ_{6}$	-0.3106	-5.06
$γ_{7}$	0.1663	2.29
$γ_{8}$	-0.0486	-0.51
$γ_{9}$	-0.0624	-0.63
$γ_{10}$	0.1070	1.56

Estimation Period:
Jan 3, 1990 to Jun 26, 2020

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Volatility Forecasts

Volatility Forecasts