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

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V-Lab

KH Feelux Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:0.00% (0.00%)

Analysis last updated: Friday, May 3, 2024 at 10:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0618	4.72
$α$	0.1663	20.58
$β$	0.8328	132.30
$γ_{1}$	-0.6195	-0.69
$γ_{2}$	0.8107	0.75
$γ_{3}$	-0.3642	-1.00
$γ_{4}$	0.3830	1.58
$γ_{5}$	-0.3737	-1.47
$γ_{6}$	0.4766	1.24
$γ_{7}$	-5.4234	-2.31
$γ_{8}$	11.9591	1.87
$γ_{9}$	-8.8279	-1.42

Estimation Period:
Dec 26, 2001 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts