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

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V-Lab

Kukdo Chemical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:20.95% (-1.45%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8496	8.04
$α$	0.1053	8.53
$β$	0.8077	36.78
$γ_{1}$	-0.0341	-1.04
$γ_{2}$	0.1107	2.18
$γ_{3}$	-0.2230	-5.92
$γ_{4}$	0.2542	7.51
$γ_{5}$	-0.1282	-3.45
$γ_{6}$	-0.0072	-0.17
$γ_{7}$	0.0398	0.86
$γ_{8}$	0.0425	0.94
$γ_{9}$	-0.2134	-3.25

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts