V-Lab: Kumkang Kind Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Kumkang Kind Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.07% (-0.33%)

Analysis last updated: Saturday, April 27, 2024 at 11:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1523	17.95
$α$	0.1029	22.87
$β$	0.8954	323.97
$γ$	-0.0176	-2.54

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

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Volatility Forecasts

Volatility Forecasts