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 Thursday, April 18th, 2024:41.64% (-0.15%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8550	7.13
$α$	0.0470	4.10
$β$	0.9297	49.74
$γ_{1}$	-0.0018	-1.12

Estimation Period:
Jan 29, 2010 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts