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

V-Lab

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V-Lab

AK Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:19.95% (+0.76%)

Analysis last updated: Friday, April 19, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4450	6.09
$α$	0.1297	6.58
$β$	0.7315	19.15
$γ_{1}$	-0.0926	-1.35
$γ_{2}$	0.2905	2.94
$γ_{3}$	-0.3262	-5.03
$γ_{4}$	0.1926	3.41
$γ_{5}$	-0.1478	-2.42
$γ_{6}$	0.1377	1.84
$γ_{7}$	-0.0394	-0.53
$γ_{8}$	-0.1511	-1.49

Estimation Period:
Aug 11, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts