V-Lab: KTCS Corp MF2-GARCH Volatility Analysis

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V-Lab

KTCS Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:25.97% (+3.68%)

Analysis last updated: Thursday, May 9, 2024 at 12:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.2164	14.11
$β$	0.4219	13.65
$γ$	0.0814	3.23
$λ_{1}$	0.3080	1.07
$λ_{2}$	0.1073	1.93
$λ_{3}$	0.8286	8.16

Estimation Period:
Sep 16, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts