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

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V-Lab

KH Feelux Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:0.00% (0.00%)

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
$ω$	0.7392	7391850.00
$α$	0.1335	1335160.00
$β$	0.8665	8664840.00
$γ_{1}$	-0.7102	-7101920.00
$γ_{2}$	1.0820	10819620.00
$γ_{3}$	-1.4287	-14286520.00
$γ_{4}$	2.0263	20262660.00
$γ_{5}$	-2.1452	-21452200.00
$γ_{6}$	1.7026	17026200.00
$γ_{7}$	-2.5753	-25752830.00
$γ_{8}$	2.7892	27892170.00

Estimation Period:
Dec 26, 2001 to Apr 19, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts