V-Lab: Kunlun Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kunlun Energy Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.27% (-0.62%)

Analysis last updated: Wednesday, May 1, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0247	3.66
$α$	0.1456	7.40
$β$	0.7702	29.59
$γ_{1}$	-0.1057	-1.38
$γ_{2}$	0.1699	1.69
$γ_{3}$	-0.1753	-3.45
$γ_{4}$	0.1966	3.79
$γ_{5}$	-0.0477	-0.88
$γ_{6}$	-0.1648	-2.71
$γ_{7}$	0.2233	3.69
$γ_{8}$	-0.1022	-1.87
$γ_{9}$	0.0060	0.11
$γ_{10}$	-0.0102	-0.27

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

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