V-Lab
V-Lab

KC Green Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:49.46% (-0.12%)

Analysis last updated: Thursday, March 28, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KC Green Holdings Co Ltd S0GARCH
paramt-stat
ω0.90596.40
α0.09957.44
β0.822037.54
γ10.03660.49
γ2-0.1546-1.27
γ30.18291.75
γ40.02610.25
γ5-0.3011-3.08
γ60.43965.70
γ7-0.4772-4.72
γ80.44074.30
γ9-0.1954-1.97
γ10-0.0482-0.54
Estimation Period:
Sep 11, 1995 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts