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

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V-Lab

KH Feelux Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:0.00% (0.00%)

Analysis last updated: Thursday, May 9, 2024 at 12:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	14.1297	4.50
$α$	0.4838	13.18
$β$	0.5153	14.05
$γ_{1}$	-0.0603	-0.26
$γ_{2}$	0.1328	0.39
$γ_{3}$	-0.1860	-0.95
$γ_{4}$	0.2003	1.30
$γ_{5}$	-0.1011	-0.50
$γ_{6}$	0.1081	0.42
$γ_{7}$	-0.2662	-0.87
$γ_{8}$	-20.6787	-8.27
$γ_{9}$	71.7577	8.90
$γ_{10}$	-117.5221	-11.52

Estimation Period:
Dec 26, 2001 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts