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

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V-Lab

KC Green Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:58.01% (-0.64%)

Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9279	6.83
$α$	0.0976	7.28
$β$	0.8196	35.94
$γ_{1}$	0.0560	0.78
$γ_{2}$	-0.1831	-1.56
$γ_{3}$	0.1957	1.93
$γ_{4}$	0.0246	0.24
$γ_{5}$	-0.3113	-3.20
$γ_{6}$	0.4606	6.14
$γ_{7}$	-0.5083	-5.34
$γ_{8}$	0.4899	4.92
$γ_{9}$	-0.2868	-2.75
$γ_{10}$	0.1457	0.97

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

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