V-Lab: Kawasaki Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kawasaki Heavy Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:41.99% (-1.77%)

Analysis last updated: Saturday, April 20, 2024 at 01:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2438	6.31
$α$	0.0920	9.60
$β$	0.8732	71.65
$γ_{1}$	0.0105	0.32
$γ_{2}$	0.0754	1.55
$γ_{3}$	-0.2110	-6.29
$γ_{4}$	0.2239	6.75
$γ_{5}$	-0.1662	-3.93
$γ_{6}$	0.0959	2.08
$γ_{7}$	-0.0188	-0.47
$γ_{8}$	-0.0203	-0.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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