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V-Lab

Kum Yang Co Ltd Zero Slope 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 S0GARCH
paramt-stat
ω0.65906.57
α0.12897.85
β0.807134.17
γ1-0.0072-0.25
γ20.03910.87
γ3-0.0889-2.62
γ40.05821.82
γ50.03380.98
γ6-0.0712-2.06
γ70.09192.86
γ8-0.0900-3.74
Estimation Period:
Jan 3, 1990 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts