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KC Cottrell Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.00% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KC Cottrell Co Ltd SGARCH
paramt-stat
ω3.61221.88
α0.481541.11
β0.513140.57
γ1-0.8341-1.51
γ21.23581.52
γ3-0.2908-0.40
γ4-0.6433-0.82
γ50.98141.52
γ6-0.4024-0.61
γ7-0.4481-0.69
γ80.74481.13
γ90.47580.39
γ10-15.9585-8.13
Estimation Period:
Jan 29, 2010 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts