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

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V-Lab

KleanNara Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:38.68% (-4.18%)

Analysis last updated: Saturday, May 4, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7534	5.90
$α$	0.2304	5.40
$β$	0.6824	16.02
$γ_{1}$	-0.0031	-0.06
$γ_{2}$	0.0174	0.24
$γ_{3}$	-0.0745	-1.30
$γ_{4}$	0.0822	1.24
$γ_{5}$	-0.0424	-0.53
$γ_{6}$	0.0275	0.28
$γ_{7}$	-0.0138	-0.12
$γ_{8}$	0.1240	1.03
$γ_{9}$	-0.2887	-2.30
$γ_{10}$	0.2492	2.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts