V-Lab: Kumho Tire Co Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kumho Tire Co Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.00% (+4.65%)

Analysis last updated: Wednesday, May 1, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8198	5.99
$α$	0.1237	5.33
$β$	0.7487	15.76
$γ_{1}$	-0.0151	-0.08
$γ_{2}$	0.1562	0.57
$γ_{3}$	-0.4013	-1.98
$γ_{4}$	0.3213	1.69
$γ_{5}$	-0.0571	-0.32
$γ_{6}$	0.2764	1.16
$γ_{7}$	-0.7877	-2.44
$γ_{8}$	0.8798	3.07
$γ_{9}$	-0.4307	-2.26
$γ_{10}$	0.0218	0.16

Estimation Period:
Feb 17, 2005 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts