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 Friday, April 19th, 2024:35.81% (-2.10%)

Analysis last updated: Friday, April 19, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1061	3.90
$α$	0.1426	7.38
$β$	0.7784	30.64
$γ_{1}$	-0.0889	-1.19
$γ_{2}$	0.1497	1.51
$γ_{3}$	-0.1709	-3.32
$γ_{4}$	0.1949	3.69
$γ_{5}$	-0.0455	-0.83
$γ_{6}$	-0.1683	-2.72
$γ_{7}$	0.2275	3.71
$γ_{8}$	-0.1073	-1.93
$γ_{9}$	0.0130	0.23
$γ_{10}$	-0.0166	-0.42

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Volatility Forecasts

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