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V-Lab

KEC Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:40.30% (-0.23%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of KEC Holdings Co Ltd S0GARCH
paramt-stat
ω0.77246.94
α0.08735.47
β0.871736.78
γ10.00390.08
γ20.00920.13
γ3-0.0565-1.27
γ40.06491.52
γ50.01210.29
γ6-0.1113-2.64
γ70.15763.16
γ8-0.1136-2.31
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts