V-Lab
V-Lab

Kukdong Oil & Chemicals Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:23.28% (-0.84%)

Analysis last updated: Saturday, May 11, 2024 at 03:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kukdong Oil & Chemicals Co Ltd SGARCH
paramt-stat
ω0.82772.79
α0.15035.97
β0.795431.27
γ1-0.1206-1.33
γ20.23001.31
γ3-0.3073-2.36
γ40.30613.90
γ5-0.0343-0.44
γ6-0.2399-3.04
γ70.31584.09
γ8-0.2213-1.89
γ90.14450.92
γ10-0.2129-1.13
Estimation Period:
Jan 31, 1991 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts