V-Lab
V-Lab

Kyocera Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:18.65% (-0.73%)

Analysis last updated: Thursday, March 28, 2024 at 01:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kyocera Corp S0GARCH
paramt-stat
ω1.01655.48
α0.09888.68
β0.842651.26
γ1-0.0416-1.09
γ20.15192.85
γ3-0.2469-8.53
γ40.21858.36
γ5-0.1113-3.88
γ60.04511.39
γ7-0.0378-1.05
γ80.03751.36
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts