V-Lab: Kumkang Kind Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Kumkang Kind Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:22.41% (-0.14%)

Analysis last updated: Saturday, May 11, 2024 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.2016	23.16
$β$	0.6464	51.10
$γ$	-0.0418	-4.05
$λ_{1}$	0.0441	3.90
$λ_{2}$	0.0320	5.15
$λ_{3}$	0.9639	138.39

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts