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

V-Lab

| |

V-Lab

AK Holdings Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:20.18% (-1.25%)

Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4498	6.12
$α$	0.1293	6.56
$β$	0.7315	19.11
$γ_{1}$	-0.0915	-1.34
$γ_{2}$	0.2889	2.94
$γ_{3}$	-0.3253	-5.03
$γ_{4}$	0.1922	3.42
$γ_{5}$	-0.1481	-2.46
$γ_{6}$	0.1395	1.89
$γ_{7}$	-0.0424	-0.58
$γ_{8}$	-0.1523	-1.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts