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

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

Volatility Prediction for Friday, December 12th, 2025:9.83% (+1.60%)

Analysis last updated: Friday, December 12, 2025 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2960	2.28
$α$	0.3255	4.33
$β$	0.5095	7.57
$γ_{1}$	-0.9573	-1.77
$γ_{2}$	2.2076	2.91
$γ_{3}$	-2.2063	-5.40
$γ_{4}$	1.0719	3.15
$γ_{5}$	0.5200	1.76
$γ_{6}$	-1.5939	-5.37
$γ_{7}$	1.4499	4.88
$γ_{8}$	-0.4761	-2.22

Estimation Period:
Jan 31, 2012 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts