V-Lab
V-Lab

KPX Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:10.51% (+0.34%)

Analysis last updated: Thursday, March 28, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KPX Chemical Co Ltd S0GARCH
paramt-stat
ω0.94687.70
α0.12657.05
β0.734222.45
γ1-0.0449-0.84
γ2-0.0447-0.55
γ30.18713.39
γ4-0.1569-3.07
γ50.10692.04
γ6-0.1082-1.61
γ70.13851.93
γ8-0.1831-3.15
γ90.17624.72
Estimation Period:
Dec 27, 1994 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts