V-Lab: Kolmar Holdings Co Ltd AGARCH Volatility Analysis

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V-Lab

Kolmar Holdings Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:39.05% (-1.38%)

Analysis last updated: Thursday, April 18, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2505	21.96
$α$	0.1152	46.56
$β$	0.8711	340.54
$γ$	0.1637	2.76

Estimation Period:
Oct 24, 1996 to Apr 12, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts