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V-Lab

Kum Yang Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, June 5, 2025 at 11:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kum Yang Co Ltd SGARCH
paramt-stat
ω0.62335.29
α0.12948.32
β0.807337.66
γ1-0.0473-0.89
γ20.09621.22
γ3-0.0657-1.03
γ4-0.0437-0.59
γ50.08201.16
γ6-0.0040-0.07
γ7-0.0015-0.02
γ8-0.0883-0.85
γ90.25812.20
γ10-0.5741-4.45
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts