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

V-Lab

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V-Lab

KT Skylife Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:12.80% (-0.38%)

Analysis last updated: Saturday, May 11, 2024 at 03:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9369	6.35
$α$	0.0918	5.09
$β$	0.8560	30.59
$γ_{1}$	0.2554	2.13
$γ_{2}$	-0.4767	-2.38
$γ_{3}$	0.4499	3.04
$γ_{4}$	-0.3414	-2.51
$γ_{5}$	0.0109	0.05

Estimation Period:
Jun 6, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts