V-Lab: Kirin Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kirin Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.91% (-0.64%)

Analysis last updated: Thursday, May 2, 2024 at 10:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1630	8.66
$α$	0.1105	7.12
$β$	0.7522	22.37
$γ_{1}$	-0.0053	-0.14
$γ_{2}$	0.0681	1.18
$γ_{3}$	-0.1347	-3.08
$γ_{4}$	0.0728	1.71
$γ_{5}$	0.0648	1.34
$γ_{6}$	-0.1358	-2.85
$γ_{7}$	0.1092	2.62
$γ_{8}$	-0.0258	-0.60
$γ_{9}$	-0.0780	-1.71
$γ_{10}$	0.1088	3.32

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

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