V-Lab: Kukdo Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kukdo Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:34.30% (+5.85%)

Analysis last updated: Wednesday, May 1, 2024 at 10:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8996	7.70
$α$	0.0921	8.73
$β$	0.8492	49.54
$γ_{1}$	0.0098	0.36
$γ_{2}$	0.0071	0.17
$γ_{3}$	-0.1049	-3.00
$γ_{4}$	0.1935	5.37
$γ_{5}$	-0.1794	-5.50
$γ_{6}$	0.1023	3.35
$γ_{7}$	-0.0205	-0.76
$γ_{8}$	-0.0144	-0.81

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts