V-Lab: Kumkang Kind Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kumkang Kind Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:29.45% (-0.15%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5562	5.03
$α$	0.1689	7.60
$β$	0.7395	25.03
$γ_{1}$	-0.0945	-1.60
$γ_{2}$	0.2006	2.48
$γ_{3}$	-0.2481	-5.15
$γ_{4}$	0.1164	2.13
$γ_{5}$	0.2166	3.36
$γ_{6}$	-0.3619	-5.14
$γ_{7}$	0.2366	3.16
$γ_{8}$	-0.0836	-1.21
$γ_{9}$	0.0397	0.57
$γ_{10}$	-0.0308	-0.61

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

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