V-Lab
V-Lab

Kumkang Kind Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:31.91% (-1.11%)

Analysis last updated: Thursday, March 28, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kumkang Kind Co Ltd S0GARCH
paramt-stat
ω0.55535.06
α0.16857.74
β0.738925.17
γ1-0.0942-1.59
γ20.19902.45
γ3-0.2421-4.97
γ40.10221.84
γ50.23583.61
γ6-0.3783-5.26
γ70.24933.29
γ8-0.0978-1.39
γ90.05750.82
γ10-0.0450-0.88
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts