V-Lab: Koas Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Koas Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:46.69% (-0.19%)

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
$ω$	0.7378	3.71
$α$	0.1912	5.61
$β$	0.6801	15.70
$γ_{1}$	-0.3753	-1.57
$γ_{2}$	0.5592	1.63
$γ_{3}$	-0.3642	-1.86
$γ_{4}$	0.3867	2.27
$γ_{5}$	-0.5039	-2.90
$γ_{6}$	0.6840	3.40
$γ_{7}$	-0.7214	-2.13
$γ_{8}$	0.3944	0.94
$γ_{9}$	0.3143	0.81

Estimation Period:
Aug 4, 2005 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts