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

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V-Lab

KG Chemical Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:33.49% (-1.97%)

Analysis last updated: Thursday, May 2, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7034	6.36
$α$	0.1343	9.70
$β$	0.8129	42.95
$γ_{1}$	-0.0816	-1.47
$γ_{2}$	0.1732	1.92
$γ_{3}$	-0.1919	-2.34
$γ_{4}$	0.0717	0.82
$γ_{5}$	0.1394	1.99
$γ_{6}$	-0.2211	-3.70
$γ_{7}$	0.1644	2.48
$γ_{8}$	-0.0459	-0.59
$γ_{9}$	0.0791	0.71
$γ_{10}$	-0.3351	-2.14

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

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Volatility Forecasts

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