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

V-Lab

| |

V-Lab

KC Green Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:91.35% (-4.27%)

Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9265	6.94
$α$	0.0959	7.30
$β$	0.8202	36.26
$γ_{1}$	0.0555	0.78
$γ_{2}$	-0.1825	-1.58
$γ_{3}$	0.1970	1.97
$γ_{4}$	0.0209	0.20
$γ_{5}$	-0.3077	-3.16
$γ_{6}$	0.4601	6.18
$γ_{7}$	-0.5130	-5.54
$γ_{8}$	0.5036	5.11
$γ_{9}$	-0.3181	-2.99
$γ_{10}$	0.2422	1.42

Estimation Period:
Sep 11, 1995 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts