V-Lab: Kum Bi Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kum Bi Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:34.04% (-1.36%)

Analysis last updated: Saturday, May 4, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9031	7.50
$α$	0.2893	5.41
$β$	0.5555	10.55
$γ_{1}$	0.0757	1.81
$γ_{2}$	-0.2044	-3.18
$γ_{3}$	0.1182	2.11
$γ_{4}$	0.1242	1.76
$γ_{5}$	-0.2029	-2.59
$γ_{6}$	0.1717	1.96
$γ_{7}$	-0.2076	-1.76
$γ_{8}$	0.2702	2.36
$γ_{9}$	-0.2096	-3.20

Estimation Period:
Dec 6, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts