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

V-Lab

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V-Lab

AK Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:17.73% (-0.59%)

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
$ω$	1.4111	5.97
$α$	0.1288	6.57
$β$	0.7335	19.33
$γ_{1}$	-0.1021	-1.49
$γ_{2}$	0.3029	3.06
$γ_{3}$	-0.3304	-5.09
$γ_{4}$	0.1944	3.45
$γ_{5}$	-0.1488	-2.46
$γ_{6}$	0.1390	1.87
$γ_{7}$	-0.0398	-0.55
$γ_{8}$	-0.1616	-1.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts