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

V-Lab

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V-Lab

Kum Bi Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:19.30% (-0.65%)

Analysis last updated: Saturday, May 18, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8816	7.80
$α$	0.2841	6.01
$β$	0.5505	11.03
$γ_{1}$	0.0808	1.97
$γ_{2}$	-0.2159	-3.44
$γ_{3}$	0.1272	2.35
$γ_{4}$	0.1251	1.82
$γ_{5}$	-0.2149	-2.81
$γ_{6}$	0.1944	2.27
$γ_{7}$	-0.2501	-2.17
$γ_{8}$	0.3678	3.16
$γ_{9}$	-0.4815	-4.81

Estimation Period:
Dec 6, 1993 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts