V-Lab: Kib Plug Energy Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kib Plug Energy Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.25% (+2.56%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7261	6.42
$α$	0.1708	6.02
$β$	0.7602	24.49
$γ_{1}$	0.0137	0.46
$γ_{2}$	-0.0245	-0.56
$γ_{3}$	-0.0369	-1.15
$γ_{4}$	0.1131	3.10
$γ_{5}$	-0.1414	-3.78
$γ_{6}$	0.1710	4.48
$γ_{7}$	-0.1750	-4.21
$γ_{8}$	0.1118	3.45

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts