V-Lab: Kumho Petrochemical Co Ltd AGARCH Volatility Analysis

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V-Lab

Kumho Petrochemical Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:46.48% (-2.07%)

Analysis last updated: Friday, May 3, 2024 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2787	21.20
$α$	0.0967	40.91
$β$	0.8786	304.44
$γ$	0.1278	2.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts