V-Lab: K-Top Reits Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

K-Top Reits Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:9.37% (+0.18%)

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
$ω$	1.1793	1.82
$α$	0.3396	4.44
$β$	0.5401	8.23
$γ_{1}$	-1.7381	-2.11
$γ_{2}$	3.2392	2.89
$γ_{3}$	-2.0239	-3.36
$γ_{4}$	0.1613	0.34
$γ_{5}$	0.4651	0.91
$γ_{6}$	0.7318	1.46
$γ_{7}$	-2.2489	-5.17
$γ_{8}$	2.2286	4.88
$γ_{9}$	-0.8706	-2.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts