V-Lab: KleanNara Co Ltd GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

KleanNara Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:44.61% (+0.27%)

Analysis last updated: Saturday, April 27, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6569	16.46
$α$	0.2204	12.63
$β$	0.7721	112.70
$γ$	-0.0496	-1.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts