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

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V-Lab

KC Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:34.82% (-1.06%)

Analysis last updated: Saturday, May 4, 2024 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2833	6.39
$α$	0.0837	7.49
$β$	0.8505	46.70
$γ_{1}$	-0.0578	-1.06
$γ_{2}$	0.0017	0.02
$γ_{3}$	0.1930	3.65
$γ_{4}$	-0.2680	-5.61
$γ_{5}$	0.2383	4.70
$γ_{6}$	-0.1561	-2.70
$γ_{7}$	0.0238	0.40
$γ_{8}$	0.0569	1.29

Estimation Period:
Nov 25, 1997 to May 3, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts