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

V-Lab

| |

V-Lab

K-Top Reits Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:10.43% (+0.11%)

Analysis last updated: Tuesday, November 12, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.4992	24.01
$β$	0.5556	40.66
$γ$	-0.2649	-9.52
$λ_{1}$	0.1722	2.01
$λ_{2}$	0.1586	2.52
$λ_{3}$	0.8190	10.47

Estimation Period:
Jan 31, 2012 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts