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

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V-Lab

KEC Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.08% (+0.08%)

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
$ω$	0.7782	6.84
$α$	0.0866	5.49
$β$	0.8741	37.77
$γ_{1}$	0.0045	0.09
$γ_{2}$	0.0083	0.12
$γ_{3}$	-0.0559	-1.24
$γ_{4}$	0.0649	1.49
$γ_{5}$	0.0108	0.26
$γ_{6}$	-0.1085	-2.53
$γ_{7}$	0.1531	3.12
$γ_{8}$	-0.1091	-2.29

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

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