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

V-Lab

| |

V-Lab

Kumkang Kind Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:19.41% (-0.13%)

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
$ω$	0.5265	4.66
$α$	0.1712	7.40
$β$	0.7331	23.66
$γ_{1}$	-0.1268	-2.08
$γ_{2}$	0.2532	3.07
$γ_{3}$	-0.2819	-5.92
$γ_{4}$	0.1344	2.49
$γ_{5}$	0.2152	3.38
$γ_{6}$	-0.3733	-5.38
$γ_{7}$	0.2580	3.47
$γ_{8}$	-0.1189	-1.67
$γ_{9}$	0.1061	1.36
$γ_{10}$	-0.1960	-2.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts