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

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V-Lab

KC Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:34.96% (-0.94%)

Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2676	6.42
$α$	0.0838	7.58
$β$	0.8472	45.07
$γ_{1}$	-0.0624	-1.17
$γ_{2}$	0.0081	0.10
$γ_{3}$	0.1907	3.68
$γ_{4}$	-0.2671	-5.71
$γ_{5}$	0.2337	4.69
$γ_{6}$	-0.1379	-2.36
$γ_{7}$	-0.0286	-0.43
$γ_{8}$	0.2079	2.34

Estimation Period:
Nov 25, 1997 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts