V-Lab
V-Lab

KleanNara Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:33.59% (+1.35%)

Analysis last updated: Thursday, March 28, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KleanNara Co Ltd S0GARCH
paramt-stat
ω0.77846.14
α0.23155.46
β0.680716.05
γ10.00260.05
γ20.01340.19
γ3-0.0793-1.37
γ40.08771.32
γ5-0.0471-0.58
γ60.03140.31
γ7-0.0175-0.15
γ80.12781.04
γ9-0.2875-2.27
γ100.24332.77
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts