V-Lab: Kumkang Kind Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kumkang Kind Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.38% (-0.51%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5567	5.05
$α$	0.1689	7.65
$β$	0.7395	25.15
$γ_{1}$	-0.0942	-1.59
$γ_{2}$	0.1998	2.46
$γ_{3}$	-0.2461	-5.08
$γ_{4}$	0.1117	2.03
$γ_{5}$	0.2229	3.44
$γ_{6}$	-0.3673	-5.17
$γ_{7}$	0.2407	3.20
$γ_{8}$	-0.0882	-1.26
$γ_{9}$	0.0454	0.65
$γ_{10}$	-0.0353	-0.70

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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