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

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V-Lab

AK Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.06% (-0.73%)

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
$ω$	1.4468	6.10
$α$	0.1296	6.57
$β$	0.7314	19.13
$γ_{1}$	-0.0924	-1.35
$γ_{2}$	0.2904	2.94
$γ_{3}$	-0.3261	-5.03
$γ_{4}$	0.1923	3.41
$γ_{5}$	-0.1473	-2.41
$γ_{6}$	0.1371	1.83
$γ_{7}$	-0.0382	-0.52
$γ_{8}$	-0.1549	-1.57

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

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Volatility Forecasts

Volatility Forecasts