V-Lab: KSS LINE Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KSS LINE Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.49% (+1.25%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.8888	7.31
$α$	0.1424	5.39
$β$	0.6428	10.95
$γ_{1}$	0.3297	6.74
$γ_{2}$	-0.4935	-6.95
$γ_{3}$	0.2762	5.41
$γ_{4}$	-0.1438	-3.17
$γ_{5}$	0.0327	1.04

Estimation Period:
Oct 26, 2007 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts