V-Lab: Korea Refractories Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Korea Refractories Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:27.20% (-1.49%)

Analysis last updated: Wednesday, May 15, 2024 at 02:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1978	24.61
$β$	0.6500	66.50
$γ$	-0.0503	-5.31
$λ_{1}$	1.6980	0.97
$λ_{2}$	0.8652	1.03
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 22, 1996 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts