V-Lab: K-Top Reits Co Ltd MF2-GARCH Volatility Analysis

V-Lab

K-Top Reits Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:11.49% (+0.10%)

Analysis last updated: Sunday, May 11, 2025 at 06:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.5037	23.94
$β$	0.5395	37.49
$γ$	-0.2670	-9.71
$λ_{1}$	0.1879	1.85
$λ_{2}$	0.1720	2.27
$λ_{3}$	0.7997	8.41

Estimation Period:
Jan 31, 2012 to May 9, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts