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

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V-Lab

Kunlun Energy Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:21.49% (-0.80%)

Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0246	3.78
$α$	0.1474	7.47
$β$	0.7654	29.01
$γ_{1}$	-0.1185	-1.59
$γ_{2}$	0.1958	2.00
$γ_{3}$	-0.2009	-4.03
$γ_{4}$	0.2178	4.26
$γ_{5}$	-0.0589	-1.10
$γ_{6}$	-0.1680	-2.81
$γ_{7}$	0.2434	4.08
$γ_{8}$	-0.1444	-2.66
$γ_{9}$	0.0908	1.49
$γ_{10}$	-0.2227	-2.71

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

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Volatility Forecasts

Volatility Forecasts