V-Lab: KG Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KG Chemical Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:45.86% (-0.12%)

Analysis last updated: Sunday, April 21, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8799	8.12
$α$	0.1277	9.49
$β$	0.8302	46.90
$γ_{1}$	0.0511	3.03
$γ_{2}$	-0.1120	-4.15
$γ_{3}$	0.0933	4.66
$γ_{4}$	-0.0611	-2.91
$γ_{5}$	0.0819	3.67
$γ_{6}$	-0.0832	-4.48

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts