V-Lab: Kukdong Oil & Chemicals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kukdong Oil & Chemicals Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:46.34% (-4.08%)

Analysis last updated: Saturday, April 27, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8649	2.87
$α$	0.1501	6.08
$β$	0.7974	31.98
$γ_{1}$	-0.1024	-1.07
$γ_{2}$	0.1993	1.09
$γ_{3}$	-0.2830	-2.11
$γ_{4}$	0.2851	3.55
$γ_{5}$	-0.0220	-0.28
$γ_{6}$	-0.2386	-2.99
$γ_{7}$	0.3017	3.95
$γ_{8}$	-0.1958	-1.74
$γ_{9}$	0.0928	0.67
$γ_{10}$	-0.0636	-0.66

Estimation Period:
Jan 31, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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