V-Lab: Kyung-In Synthetic Corp MF2-GARCH Volatility Analysis

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V-Lab

Kyung-In Synthetic Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:18.20% (-0.34%)

Analysis last updated: Thursday, May 9, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.1127	13.72
$β$	0.7673	73.20
$γ$	0.0129	1.33
$λ_{1}$	1.0542	0.73
$λ_{2}$	0.8832	0.71
$λ_{3}$	0.0000	0.00

Estimation Period:
Oct 5, 1995 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts