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

V-Lab

| |

V-Lab

Kumkang Kind Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.61% (-0.13%)

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
$ω$	0.5262	4.66
$α$	0.1710	7.43
$β$	0.7335	23.78
$γ_{1}$	-0.1268	-2.08
$γ_{2}$	0.2532	3.07
$γ_{3}$	-0.2819	-5.92
$γ_{4}$	0.1344	2.49
$γ_{5}$	0.2151	3.38
$γ_{6}$	-0.3731	-5.37
$γ_{7}$	0.2577	3.46
$γ_{8}$	-0.1182	-1.66
$γ_{9}$	0.1046	1.34
$γ_{10}$	-0.1901	-2.16

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts