V-Lab: Kum Yang Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kum Yang Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:66.19% (-1.77%)

Analysis last updated: Saturday, April 27, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6396	5.98
$α$	0.1236	7.39
$β$	0.8042	31.19
$γ_{1}$	-0.0249	-0.48
$γ_{2}$	0.0577	0.74
$γ_{3}$	-0.0333	-0.55
$γ_{4}$	-0.0673	-1.02
$γ_{5}$	0.0842	1.40
$γ_{6}$	-0.0015	-0.02
$γ_{7}$	0.0155	0.17
$γ_{8}$	-0.1073	-1.03
$γ_{9}$	0.2047	2.35
$γ_{10}$	-0.2039	-3.85

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts