V-Lab: KG Mobility Co Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

KG Mobility Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:107699.19% (+0.01%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6764	0.25
$α$	0.7488	4.22
$β$	0.2304	288.77
$γ_{1}$	-0.1358	-2.06
$γ_{2}$	0.2273	2.52
$γ_{3}$	-0.1634	-2.92
$γ_{4}$	-0.0111	-0.22
$γ_{5}$	0.2669	4.92
$γ_{6}$	-0.3856	-5.00
$γ_{7}$	0.4375	2.67
$γ_{8}$	-12.3347	-44.61
$γ_{9}$	36.4986	120.87
$γ_{10}$	-36.8039	-152.17

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts