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

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V-Lab

KC Cottrell Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:41.45% (-0.65%)

Analysis last updated: Sunday, April 21, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8563	7.14
$α$	0.0470	4.10
$β$	0.9297	49.73
$γ_{1}$	-0.0018	-1.12

Estimation Period:
Jan 29, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts