V-Lab
V-Lab
KEC Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:28.28% (-0.13%)

Analysis last updated: Saturday, May 11, 2024 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KEC Holdings Co Ltd GJR-GARCH
paramt-stat
ω0.251211.71
α0.061611.52
β0.9044237.07
γ0.02902.83
Estimation Period:
Jan 3, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts