V-Lab: Kirin Holdings Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Kirin Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:14.45% (+2.72%)

Analysis last updated: Friday, May 10, 2024 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3377	10.12
$α$	0.1096	7.30
$β$	0.7648	24.94
$γ_{1}$	0.0556	4.72
$γ_{2}$	-0.0960	-5.10
$γ_{3}$	0.0679	4.82
$γ_{4}$	-0.0432	-3.45
$γ_{5}$	0.0330	2.37
$γ_{6}$	-0.0771	-3.28

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts