V-Lab: KPX Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

KPX Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:10.58% (-0.29%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9560	7.84
$α$	0.1264	7.06
$β$	0.7325	22.26
$γ_{1}$	-0.0424	-0.81
$γ_{2}$	-0.0478	-0.60
$γ_{3}$	0.1886	3.46
$γ_{4}$	-0.1592	-3.15
$γ_{5}$	0.1091	2.13
$γ_{6}$	-0.1097	-1.67
$γ_{7}$	0.1403	1.99
$γ_{8}$	-0.1872	-3.25
$γ_{9}$	0.1810	4.88

Estimation Period:
Dec 27, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts