V-Lab: Kunlun Energy Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Kunlun Energy Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:28.72% (-2.49%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0258	3.78
$α$	0.1465	7.43
$β$	0.7667	29.08
$γ_{1}$	-0.1176	-1.58
$γ_{2}$	0.1944	1.99
$γ_{3}$	-0.2002	-4.02
$γ_{4}$	0.2186	4.28
$γ_{5}$	-0.0620	-1.17
$γ_{6}$	-0.1635	-2.74
$γ_{7}$	0.2388	4.00
$γ_{8}$	-0.1385	-2.54
$γ_{9}$	0.0794	1.29
$γ_{10}$	-0.1905	-2.20

Estimation Period:
Jan 1, 1990 to May 14, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts