V-Lab: Korea Zinc Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Korea Zinc Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:23.28% (+1.17%)

Analysis last updated: Thursday, May 9, 2024 at 12:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6024	2.21
$α$	0.0615	6.44
$β$	0.8530	38.49
$γ_{1}$	0.0458	0.42
$γ_{2}$	0.0820	0.61
$γ_{3}$	-0.2937	-6.03
$γ_{4}$	0.2633	6.60
$γ_{5}$	-0.1228	-3.32
$γ_{6}$	0.0073	0.19
$γ_{7}$	-0.0037	-0.09
$γ_{8}$	0.0614	1.32
$γ_{9}$	-0.0033	-0.07
$γ_{10}$	-0.1523	-2.30

Estimation Period:
Jul 30, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts