V-Lab: Kwang Myung Electric Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kwang Myung Electric Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:82.40% (-9.93%)

Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1119	2.03
$α$	0.1588	8.90
$β$	0.7720	35.30
$γ_{1}$	0.2395	2.81
$γ_{2}$	-0.2886	-2.67
$γ_{3}$	-0.0346	-0.83
$γ_{4}$	0.2062	5.79
$γ_{5}$	-0.2556	-7.89
$γ_{6}$	0.2428	7.44
$γ_{7}$	-0.1458	-3.83
$γ_{8}$	0.0380	1.23

Estimation Period:
Sep 17, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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