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KC Cottrell Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:39.24% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KC Cottrell Co Ltd S0GARCH
paramt-stat
ω0.97664.00
α0.06664.45
β0.874427.24
γ1-0.1401-0.36
γ20.32130.52
γ3-0.0387-0.06
γ4-0.5532-0.77
γ50.75061.35
γ6-0.2637-0.48
γ7-0.5752-1.16
γ81.19693.38
γ9-1.2675-3.57
γ100.75092.34
Estimation Period:
Jan 29, 2010 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts