V-Lab: KG Chemical Corp MF2-GARCH Volatility Analysis

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V-Lab

KG Chemical Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:32.12% (-1.37%)

Analysis last updated: Friday, May 3, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1633	28.05
$β$	0.6704	51.17
$γ$	-0.0082	-0.92
$λ_{1}$	0.4757	1.72
$λ_{2}$	0.2777	1.68
$λ_{3}$	0.6925	3.72

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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