V-Lab
V-Lab

KidariStudio Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:41.77% (-1.15%)

Analysis last updated: Thursday, March 28, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KidariStudio Inc S0GARCH
paramt-stat
ω0.77676.13
α0.16759.03
β0.726726.54
γ1-0.1908-2.11
γ20.25351.88
γ3-0.1895-1.97
γ40.30753.08
γ5-0.3329-3.27
γ60.18961.74
γ70.00170.01
γ80.00580.04
γ9-0.1276-0.99
γ100.11051.36
Estimation Period:
Jul 3, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts