V-Lab: Konami Group Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Konami Group Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:28.66% (+0.93%)

Analysis last updated: Saturday, April 20, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8780	5.38
$α$	0.0973	7.90
$β$	0.8357	44.17
$γ_{1}$	-0.1347	-3.13
$γ_{2}$	0.2739	4.50
$γ_{3}$	-0.2839	-7.63
$γ_{4}$	0.2419	7.88
$γ_{5}$	-0.1351	-5.34
$γ_{6}$	0.0423	1.47
$γ_{7}$	0.0035	0.11
$γ_{8}$	-0.0104	-0.47

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts