V-Lab: Kawasaki Kisen Kaisha Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kawasaki Kisen Kaisha Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:44.02% (-0.15%)

Analysis last updated: Tuesday, April 16, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1947	6.31
$α$	0.0674	7.97
$β$	0.9120	81.13
$γ_{1}$	0.0118	0.36
$γ_{2}$	-0.0016	-0.03
$γ_{3}$	-0.0408	-0.89
$γ_{4}$	0.0709	1.84
$γ_{5}$	-0.0930	-3.12
$γ_{6}$	0.1286	4.67
$γ_{7}$	-0.1184	-5.28

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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