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

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V-Lab

KISWIRE Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:37.16% (-0.16%)

Analysis last updated: Thursday, April 18, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6553	6.30
$α$	0.2091	7.48
$β$	0.6258	15.85
$γ_{1}$	-0.0108	-0.28
$γ_{2}$	0.0253	0.44
$γ_{3}$	-0.1029	-2.27
$γ_{4}$	0.1824	3.74
$γ_{5}$	-0.1732	-3.27
$γ_{6}$	0.1220	2.24
$γ_{7}$	-0.0379	-0.73
$γ_{8}$	0.0241	0.49
$γ_{9}$	-0.0634	-1.66

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts