V-Lab
V-Lab

Keio Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:20.04% (-0.67%)

Analysis last updated: Thursday, March 28, 2024 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Keio Corp S0GARCH
paramt-stat
ω1.75485.98
α0.11648.27
β0.828544.57
γ10.00650.20
γ20.06411.23
γ3-0.1766-4.00
γ40.19775.02
γ5-0.1384-4.25
γ60.07582.44
γ7-0.0384-1.46
γ80.00540.30
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts