V-Lab: KT Skylife Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KT Skylife Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:14.41% (-0.11%)

Analysis last updated: Saturday, April 27, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9593	6.34
$α$	0.0947	5.38
$β$	0.8543	32.01
$γ_{1}$	0.2697	2.23
$γ_{2}$	-0.5079	-2.52
$γ_{3}$	0.4979	3.46
$γ_{4}$	-0.4424	-4.11
$γ_{5}$	0.2620	3.42

Estimation Period:
Jun 6, 2011 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts