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

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V-Lab

Konami Group Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.13% (+4.52%)

Analysis last updated: Sunday, April 21, 2024 at 12:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8649	5.31
$α$	0.0974	7.90
$β$	0.8352	43.94
$γ_{1}$	-0.1369	-3.16
$γ_{2}$	0.2769	4.53
$γ_{3}$	-0.2853	-7.67
$γ_{4}$	0.2428	7.91
$γ_{5}$	-0.1354	-5.33
$γ_{6}$	0.0422	1.45
$γ_{7}$	0.0040	0.12
$γ_{8}$	-0.0108	-0.49

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts