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 Wednesday, June 4th, 2025:12.96% (-1.71%)

Analysis last updated: Wednesday, June 4, 2025 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1981	2.14
$α$	0.3040	4.37
$β$	0.5475	8.39
$γ_{1}$	-1.1803	-1.98
$γ_{2}$	2.5459	3.10
$γ_{3}$	-2.2645	-5.11
$γ_{4}$	0.8074	2.22
$γ_{5}$	0.9311	2.73
$γ_{6}$	-1.8218	-4.86
$γ_{7}$	1.3702	3.94
$γ_{8}$	-0.3220	-1.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts