V-Lab
V-Lab

Keyang Electric Machinery Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:38.59% (-0.64%)

Analysis last updated: Wednesday, May 1, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Keyang Electric Machinery Co Ltd S0GARCH
paramt-stat
ω0.77017.06
α0.08236.68
β0.872255.48
γ10.03432.07
γ2-0.0790-3.16
γ30.06633.64
γ4-0.0402-1.81
γ50.04921.65
γ6-0.0460-1.64
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts