V-Lab: KG Mobility Co Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KG Mobility Co Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:15.61% (-17.72%)

Analysis last updated: Wednesday, May 1, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	20.2340	3.82
$α$	0.8040	230.98
$β$	0.1957	55.97
$γ_{1}$	-0.0785	-1.62
$γ_{2}$	0.1546	2.14
$γ_{3}$	-0.1306	-2.45
$γ_{4}$	-0.0540	-1.11
$γ_{5}$	0.3219	5.63
$γ_{6}$	-0.4649	-5.01
$γ_{7}$	0.6341	3.01
$γ_{8}$	-17.3901	-34.79
$γ_{9}$	52.1116	39.73
$γ_{10}$	-57.1450	-29.71

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

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Volatility Forecasts

Volatility Forecasts