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

V-Lab

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V-Lab

Kwang Myung Electric Engineering Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:82.96% (-9.89%)

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
$ω$	2.1294	2.05
$α$	0.1590	8.91
$β$	0.7719	35.34
$γ_{1}$	0.2423	2.87
$γ_{2}$	-0.2915	-2.71
$γ_{3}$	-0.0366	-0.88
$γ_{4}$	0.2112	5.93
$γ_{5}$	-0.2618	-8.04
$γ_{6}$	0.2498	7.35
$γ_{7}$	-0.1552	-3.43
$γ_{8}$	0.0553	0.74

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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