V-Lab: AK Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

AK Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:22.17% (-0.51%)

Analysis last updated: Saturday, April 27, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5391	6.28
$α$	0.1352	6.62
$β$	0.7149	18.13
$γ_{1}$	-0.0658	-0.66
$γ_{2}$	0.1804	1.26
$γ_{3}$	-0.0198	-0.19
$γ_{4}$	-0.2529	-2.36
$γ_{5}$	0.2484	2.23
$γ_{6}$	-0.1390	-1.04
$γ_{7}$	-0.0275	-0.17
$γ_{8}$	0.2652	2.07
$γ_{9}$	-0.3740	-4.01
$γ_{10}$	0.2701	4.02

Estimation Period:
Aug 11, 1999 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts