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

V-Lab

| |

V-Lab

KleanNara Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.29% (+8.93%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7497	5.88
$α$	0.2327	5.43
$β$	0.6795	15.93
$γ_{1}$	-0.0074	-0.15
$γ_{2}$	0.0246	0.34
$γ_{3}$	-0.0796	-1.39
$γ_{4}$	0.0854	1.29
$γ_{5}$	-0.0435	-0.54
$γ_{6}$	0.0265	0.27
$γ_{7}$	-0.0119	-0.11
$γ_{8}$	0.1226	1.01
$γ_{9}$	-0.2870	-2.29
$γ_{10}$	0.2471	2.81

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts