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

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V-Lab

KC Green Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:49.59% (-1.06%)

Analysis last updated: Thursday, April 18, 2024 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8978	6.53
$α$	0.0989	7.30
$β$	0.8194	36.35
$γ_{1}$	0.0216	0.29
$γ_{2}$	-0.1316	-1.10
$γ_{3}$	0.1728	1.68
$γ_{4}$	0.0282	0.27
$γ_{5}$	-0.3019	-3.09
$γ_{6}$	0.4423	5.81
$γ_{7}$	-0.4810	-4.91
$γ_{8}$	0.4444	4.42
$γ_{9}$	-0.2012	-2.07
$γ_{10}$	-0.0411	-0.47

Estimation Period:
Sep 11, 1995 to Apr 12, 2024

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