V-Lab: KyungIn Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KyungIn Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:50.25% (+10.03%)

Analysis last updated: Friday, May 3, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8352	9.35
$α$	0.2023	8.06
$β$	0.6312	16.72
$γ_{1}$	0.0461	1.55
$γ_{2}$	-0.0295	-0.64
$γ_{3}$	-0.1323	-3.74
$γ_{4}$	0.2493	6.87
$γ_{5}$	-0.2186	-5.75
$γ_{6}$	0.0878	2.21
$γ_{7}$	0.0683	1.42
$γ_{8}$	-0.1379	-2.25
$γ_{9}$	0.0870	1.74

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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