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

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V-Lab

KC Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:46.65% (+1.99%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2832	6.36
$α$	0.0834	7.50
$β$	0.8519	46.92
$γ_{1}$	-0.0576	-1.05
$γ_{2}$	0.0008	0.01
$γ_{3}$	0.1941	3.64
$γ_{4}$	-0.2684	-5.56
$γ_{5}$	0.2374	4.62
$γ_{6}$	-0.1538	-2.62
$γ_{7}$	0.0213	0.35
$γ_{8}$	0.0582	1.32

Estimation Period:
Nov 25, 1997 to Apr 19, 2024

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