V-Lab: Kolon Enp Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kolon Enp Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:20.19% (-0.41%)

Analysis last updated: Saturday, May 4, 2024 at 11:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3925	3.73
$α$	0.0830	3.51
$β$	0.8406	14.74
$γ_{1}$	-0.3048	-0.75
$γ_{2}$	0.8786	1.56
$γ_{3}$	-1.0899	-3.49
$γ_{4}$	0.8992	2.74
$γ_{5}$	-0.3935	-1.12
$γ_{6}$	0.0452	0.12
$γ_{7}$	-0.5630	-1.23
$γ_{8}$	0.8996	2.49

Estimation Period:
Jun 15, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts