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

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V-Lab

Kunlun Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.76% (-1.81%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1074	3.91
$α$	0.1426	7.37
$β$	0.7782	30.62
$γ_{1}$	-0.0886	-1.19
$γ_{2}$	0.1493	1.51
$γ_{3}$	-0.1709	-3.32
$γ_{4}$	0.1949	3.70
$γ_{5}$	-0.0456	-0.83
$γ_{6}$	-0.1680	-2.72
$γ_{7}$	0.2269	3.71
$γ_{8}$	-0.1064	-1.92
$γ_{9}$	0.0115	0.21
$γ_{10}$	-0.0150	-0.39

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts

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