V-Lab: Korea Airport Service Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Korea Airport Service Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.62% (-1.82%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8387	4.75
$α$	0.1240	7.92
$β$	0.7841	28.88
$γ_{1}$	0.0264	0.49
$γ_{2}$	-0.0045	-0.06
$γ_{3}$	-0.0732	-1.49
$γ_{4}$	0.0285	0.51
$γ_{5}$	0.0668	1.22
$γ_{6}$	-0.1175	-2.45
$γ_{7}$	0.1859	4.15
$γ_{8}$	-0.1835	-3.40
$γ_{9}$	0.1066	1.95
$γ_{10}$	-0.0490	-1.31

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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