V-Lab: KidariStudio Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KidariStudio Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:43.41% (-1.13%)

Analysis last updated: Friday, April 19, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7815	6.16
$α$	0.1670	9.01
$β$	0.7272	26.61
$γ_{1}$	-0.1867	-2.07
$γ_{2}$	0.2472	1.85
$γ_{3}$	-0.1852	-1.93
$γ_{4}$	0.3041	3.04
$γ_{5}$	-0.3319	-3.26
$γ_{6}$	0.1911	1.75
$γ_{7}$	-0.0008	-0.01
$γ_{8}$	0.0092	0.07
$γ_{9}$	-0.1365	-1.06
$γ_{10}$	0.1215	1.51

Estimation Period:
Jul 3, 1996 to Apr 12, 2024

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