V-Lab: Kum Yang Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kum Yang Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:72.81% (-1.22%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6389	5.98
$α$	0.1239	7.39
$β$	0.8034	30.97
$γ_{1}$	-0.0250	-0.48
$γ_{2}$	0.0577	0.74
$γ_{3}$	-0.0328	-0.55
$γ_{4}$	-0.0680	-1.03
$γ_{5}$	0.0843	1.41
$γ_{6}$	-0.0016	-0.03
$γ_{7}$	0.0163	0.18
$γ_{8}$	-0.1087	-1.05
$γ_{9}$	0.2062	2.40
$γ_{10}$	-0.2045	-3.93

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

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Volatility Forecasts