V-Lab: KleanNara Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

KleanNara Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:37.44% (-0.77%)

Analysis last updated: Thursday, May 9, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.3160	24.95
$β$	0.5731	48.25
$γ$	-0.1240	-7.54
$λ_{1}$	1.5488	1.67
$λ_{2}$	0.6223	1.92
$λ_{3}$	0.2818	0.72

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts