V-Lab: KC Green Holdings Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

KC Green Holdings Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:38.42% (-1.20%)

Analysis last updated: Wednesday, May 1, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1219	25.71
$β$	0.7521	62.69
$γ$	-0.0056	-1.03
$λ_{1}$	0.0531	2.78
$λ_{2}$	0.0241	4.68
$λ_{3}$	0.9722	160.61

Estimation Period:
Sep 11, 1995 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts