V-Lab: Kukdong Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kukdong Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:31.07% (+0.33%)

Analysis last updated: Saturday, May 4, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1893	5.94
$α$	0.2234	8.44
$β$	0.6229	16.83
$γ_{1}$	-0.0814	-1.21
$γ_{2}$	0.0823	0.79
$γ_{3}$	0.1665	2.02
$γ_{4}$	-0.3666	-4.71
$γ_{5}$	0.3387	4.79
$γ_{6}$	-0.3111	-4.90
$γ_{7}$	0.3668	5.69
$γ_{8}$	-0.3438	-4.56
$γ_{9}$	0.2104	3.46

Estimation Period:
Dec 25, 1996 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts