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

V-Lab

| |

V-Lab

Kyocera Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:18.66% (+0.20%)

Analysis last updated: Thursday, April 18, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0181	5.51
$α$	0.0984	8.66
$β$	0.8427	51.18
$γ_{1}$	-0.0406	-1.07
$γ_{2}$	0.1500	2.83
$γ_{3}$	-0.2455	-8.54
$γ_{4}$	0.2185	8.44
$γ_{5}$	-0.1125	-3.96
$γ_{6}$	0.0462	1.43
$γ_{7}$	-0.0384	-1.07
$γ_{8}$	0.0378	1.38

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts