V-Lab: Kolmar Korea Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kolmar Korea Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:30.89% (-0.27%)

Analysis last updated: Saturday, May 11, 2024 at 03:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1962	12.86
$α$	0.0424	3.50
$β$	0.9001	30.33
$γ_{1}$	0.0038	2.93

Estimation Period:
Oct 19, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts