V-Lab: AK Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

AK Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.13% (-0.64%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5667	6.40
$α$	0.1348	6.60
$β$	0.7152	18.11
$γ_{1}$	-0.0574	-0.58
$γ_{2}$	0.1686	1.18
$γ_{3}$	-0.0127	-0.12
$γ_{4}$	-0.2598	-2.41
$γ_{5}$	0.2529	2.26
$γ_{6}$	-0.1400	-1.03
$γ_{7}$	-0.0300	-0.19
$γ_{8}$	0.2682	2.08
$γ_{9}$	-0.3723	-3.99
$γ_{10}$	0.2643	3.96

Estimation Period:
Aug 11, 1999 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts