V-Lab: KTCS Corp GJR-GARCH Volatility Analysis

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V-Lab

KTCS Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:29.52% (-0.70%)

Analysis last updated: Tuesday, April 30, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1657	16.05
$α$	0.0831	7.93
$β$	0.8633	144.39
$γ$	0.0581	2.97

Estimation Period:
Sep 16, 2010 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts