V-Lab: AK Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

AK Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:24.30% (+0.63%)

Analysis last updated: Friday, May 3, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5121	6.18
$α$	0.1347	6.61
$β$	0.7159	18.19
$γ_{1}$	-0.0776	-0.78
$γ_{2}$	0.1981	1.38
$γ_{3}$	-0.0296	-0.28
$γ_{4}$	-0.2474	-2.30
$γ_{5}$	0.2463	2.21
$γ_{6}$	-0.1388	-1.04
$γ_{7}$	-0.0278	-0.18
$γ_{8}$	0.2656	2.07
$γ_{9}$	-0.3726	-4.01
$γ_{10}$	0.2674	4.01

Estimation Period:
Aug 11, 1999 to Apr 30, 2024

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