V-Lab: KH Feelux Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

KH Feelux Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:0.00% (0.00%)

Analysis last updated: Saturday, April 27, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	12.2404	4.39
$α$	0.4398	10.66
$β$	0.5591	13.57
$γ_{1}$	-0.0249	-0.10
$γ_{2}$	0.0842	0.23
$γ_{3}$	-0.1671	-0.81
$γ_{4}$	0.1930	1.19
$γ_{5}$	-0.0973	-0.46
$γ_{6}$	0.1037	0.39
$γ_{7}$	-0.2593	-0.82
$γ_{8}$	-17.5966	-6.76
$γ_{9}$	61.1429	7.30
$γ_{10}$	-100.9002	-9.53

Estimation Period:
Dec 26, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts