V-Lab: KISWIRE Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KISWIRE Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.99% (+0.39%)

Analysis last updated: Sunday, April 21, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6566	6.29
$α$	0.2091	7.47
$β$	0.6268	15.93
$γ_{1}$	-0.0102	-0.26
$γ_{2}$	0.0241	0.41
$γ_{3}$	-0.1016	-2.25
$γ_{4}$	0.1811	3.73
$γ_{5}$	-0.1723	-3.26
$γ_{6}$	0.1215	2.23
$γ_{7}$	-0.0368	-0.71
$γ_{8}$	0.0215	0.43
$γ_{9}$	-0.0609	-1.59

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts