V-Lab: Kyowa Kirin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Kyowa Kirin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:23.70% (-0.16%)

Analysis last updated: Tuesday, May 7, 2024 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0590	8.18
$α$	0.1565	5.25
$β$	0.6553	12.44
$γ_{1}$	-0.1298	-2.64
$γ_{2}$	0.2613	3.48
$γ_{3}$	-0.2242	-4.57
$γ_{4}$	0.0803	2.13
$γ_{5}$	0.1043	3.00
$γ_{6}$	-0.2058	-4.31
$γ_{7}$	0.2407	4.06
$γ_{8}$	-0.2322	-4.50
$γ_{9}$	0.1622	3.35
$γ_{10}$	-0.0733	-1.73

Estimation Period:
Jan 4, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts