V-Lab: Kumho Tire Co Inc MF2-GARCH Volatility Analysis

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V-Lab

Kumho Tire Co Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:44.87% (-4.51%)

Analysis last updated: Thursday, May 9, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1317	18.40
$β$	0.5797	32.82
$γ$	0.0235	2.41
$λ_{1}$	2.1053	1.45
$λ_{2}$	0.7363	2.72
$λ_{3}$	0.0000	0.00

Estimation Period:
Feb 17, 2005 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts