V-Lab: KC Green Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KC Green Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.51% (-0.78%)

Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9213	6.55
$α$	0.0972	7.30
$β$	0.8261	37.75
$γ_{1}$	0.0375	0.50
$γ_{2}$	-0.1523	-1.26
$γ_{3}$	0.1794	1.70
$γ_{4}$	0.0240	0.22
$γ_{5}$	-0.2965	-2.96
$γ_{6}$	0.4371	5.65
$γ_{7}$	-0.4779	-4.89
$γ_{8}$	0.4467	4.41
$γ_{9}$	-0.2100	-2.15
$γ_{10}$	-0.0321	-0.37

Estimation Period:
Sep 11, 1995 to Apr 30, 2024

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