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

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V-Lab

Kumho Tire Co Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:61.97% (+6.01%)

Analysis last updated: Saturday, May 11, 2024 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7967	5.77
$α$	0.1249	5.43
$β$	0.7451	15.83
$γ_{1}$	-0.0481	-0.26
$γ_{2}$	0.2062	0.75
$γ_{3}$	-0.4340	-2.17
$γ_{4}$	0.3535	1.89
$γ_{5}$	-0.0868	-0.49
$γ_{6}$	0.2990	1.27
$γ_{7}$	-0.8143	-2.54
$γ_{8}$	0.9373	3.21
$γ_{9}$	-0.5541	-2.47
$γ_{10}$	0.3156	0.82

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts