V-Lab
V-Lab

Kirin Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:14.59% (-0.40%)

Analysis last updated: Thursday, March 28, 2024 at 03:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kirin Holdings Co Ltd S0GARCH
paramt-stat
ω1.16648.64
α0.10867.05
β0.755622.57
γ1-0.0022-0.06
γ20.06341.08
γ3-0.1312-2.96
γ40.06851.59
γ50.06941.42
γ6-0.1399-2.90
γ70.11242.67
γ8-0.0281-0.64
γ9-0.0755-1.62
γ100.10643.19
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts