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

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V-Lab

KEC Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:17.29% (-0.25%)

Analysis last updated: Thursday, May 9, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6570	7.51
$α$	0.1094	6.29
$β$	0.7941	29.55
$γ_{1}$	-0.0541	-1.09
$γ_{2}$	0.1208	1.72
$γ_{3}$	-0.1612	-4.40
$γ_{4}$	0.1442	4.29
$γ_{5}$	-0.0515	-1.30
$γ_{6}$	0.0206	0.40
$γ_{7}$	-0.1203	-2.14
$γ_{8}$	0.2985	6.61
$γ_{9}$	-0.5353	-5.39

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts