V-Lab: K-Top Reits Co Ltd GJR-GARCH Volatility Analysis

V-Lab

K-Top Reits Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:17.51% (-0.33%)

Analysis last updated: Wednesday, June 4, 2025 at 12:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0432	9.77
$α$	0.1239	11.53
$β$	0.9109	143.22
$γ$	-0.0696	-4.66

Estimation Period:
Jan 31, 2012 to Jun 2, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts