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

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V-Lab

Kyowa Kirin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.46% (+0.18%)

Analysis last updated: Sunday, April 21, 2024 at 01:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0152	7.80
$α$	0.1556	5.23
$β$	0.6560	12.48
$γ_{1}$	-0.1397	-2.79
$γ_{2}$	0.2739	3.59
$γ_{3}$	-0.2275	-4.59
$γ_{4}$	0.0801	2.10
$γ_{5}$	0.1067	3.04
$γ_{6}$	-0.2093	-4.33
$γ_{7}$	0.2441	4.09
$γ_{8}$	-0.2349	-4.54
$γ_{9}$	0.1651	3.39
$γ_{10}$	-0.0762	-1.78

Estimation Period:
Jan 4, 1990 to Apr 19, 2024

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