V-Lab: KG Mobility Co Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KG Mobility Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:8.08% (-8.71%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0710	0.88
$α$	0.7659	121.36
$β$	0.2319	230.97
$γ_{1}$	-0.3629	-1.95
$γ_{2}$	0.4998	2.25
$γ_{3}$	-0.2080	-2.92
$γ_{4}$	-0.0283	-0.53
$γ_{5}$	0.2905	5.04
$γ_{6}$	-0.3879	-4.50
$γ_{7}$	0.4200	2.22
$γ_{8}$	-12.1435	-37.77
$γ_{9}$	35.9543	105.11
$γ_{10}$	-36.1410	-137.19

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts