V-Lab: Kirin Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Kirin Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:15.23% (-0.56%)

Analysis last updated: Sunday, April 21, 2024 at 02:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1515	8.49
$α$	0.1080	7.04
$β$	0.7584	22.98
$γ_{1}$	-0.0013	-0.04
$γ_{2}$	0.0601	1.03
$γ_{3}$	-0.1284	-2.92
$γ_{4}$	0.0690	1.61
$γ_{5}$	0.0673	1.38
$γ_{6}$	-0.1378	-2.86
$γ_{7}$	0.1112	2.64
$γ_{8}$	-0.0270	-0.62
$γ_{9}$	-0.0787	-1.70
$γ_{10}$	0.1107	3.33

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts