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

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V-Lab

KleanNara Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:39.12% (+0.77%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7504	5.80
$α$	0.2302	5.41
$β$	0.6841	16.18
$γ_{1}$	-0.0043	-0.09
$γ_{2}$	0.0185	0.25
$γ_{3}$	-0.0741	-1.28
$γ_{4}$	0.0813	1.22
$γ_{5}$	-0.0422	-0.52
$γ_{6}$	0.0282	0.28
$γ_{7}$	-0.0153	-0.14
$γ_{8}$	0.1267	1.04
$γ_{9}$	-0.2905	-2.30
$γ_{10}$	0.2486	2.81

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

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