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

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V-Lab

Kao Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.63% (+0.49%)

Analysis last updated: Sunday, April 21, 2024 at 01:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2191	6.37
$α$	0.1053	6.20
$β$	0.7684	22.54
$γ_{1}$	-0.0288	-0.69
$γ_{2}$	0.1130	1.85
$γ_{3}$	-0.1331	-3.17
$γ_{4}$	-0.0002	-0.01
$γ_{5}$	0.1429	3.81
$γ_{6}$	-0.1779	-4.20
$γ_{7}$	0.1588	3.47
$γ_{8}$	-0.1282	-2.91
$γ_{9}$	0.0685	1.74
$γ_{10}$	-0.0114	-0.37

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

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