V-Lab: KPX Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KPX Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:10.41% (-0.31%)

Analysis last updated: Thursday, May 2, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9440	7.74
$α$	0.1260	7.06
$β$	0.7328	22.27
$γ_{1}$	-0.0462	-0.88
$γ_{2}$	-0.0427	-0.54
$γ_{3}$	0.1872	3.44
$γ_{4}$	-0.1593	-3.17
$γ_{5}$	0.1097	2.16
$γ_{6}$	-0.1101	-1.70
$γ_{7}$	0.1407	2.01
$γ_{8}$	-0.1887	-3.28
$γ_{9}$	0.1832	4.93

Estimation Period:
Dec 27, 1994 to Apr 30, 2024

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Volatility Forecasts