V-Lab: KEC Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

KEC Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:38.40% (-0.26%)

Analysis last updated: Saturday, May 4, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7822	6.80
$α$	0.0862	5.50
$β$	0.8756	38.42
$γ_{1}$	0.0051	0.11
$γ_{2}$	0.0072	0.10
$γ_{3}$	-0.0551	-1.22
$γ_{4}$	0.0649	1.48
$γ_{5}$	0.0095	0.22
$γ_{6}$	-0.1062	-2.44
$γ_{7}$	0.1504	3.10
$γ_{8}$	-0.1073	-2.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts