V-Lab: KTCS Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KTCS Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:54.83% (+4.80%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2971	4.39
$α$	0.1849	5.58
$β$	0.6428	11.59
$γ_{1}$	-0.4437	-0.78
$γ_{2}$	1.1162	1.27
$γ_{3}$	-0.8631	-1.58
$γ_{4}$	-0.3094	-0.65
$γ_{5}$	1.1669	2.04
$γ_{6}$	-0.8979	-1.40
$γ_{7}$	0.4410	0.81
$γ_{8}$	-0.7063	-1.31
$γ_{9}$	1.1980	2.11
$γ_{10}$	-1.1260	-3.16

Estimation Period:
Sep 16, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts