V-Lab: Kyeryong Construction Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Kyeryong Construction Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:25.82% (-2.16%)

Analysis last updated: Thursday, May 2, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6762	2.88
$α$	0.2144	8.58
$β$	0.7462	33.86
$γ_{1}$	-0.2607	-4.76
$γ_{2}$	0.3479	4.47
$γ_{3}$	-0.1246	-2.62
$γ_{4}$	0.0631	1.43
$γ_{5}$	-0.0277	-0.64
$γ_{6}$	-0.0053	-0.14
$γ_{7}$	0.0130	0.49

Estimation Period:
Jan 30, 1996 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Kyeryong Construction Industrial Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH