V-Lab: Kering Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kering Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.36% (-0.86%)

Analysis last updated: Saturday, April 20, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1408	6.92
$α$	0.0678	7.20
$β$	0.8973	65.20
$γ_{1}$	-0.0395	-0.53
$γ_{2}$	0.1060	0.94
$γ_{3}$	-0.0911	-1.20
$γ_{4}$	-0.0502	-0.71
$γ_{5}$	0.2147	3.41
$γ_{6}$	-0.2551	-4.00
$γ_{7}$	0.1722	2.56
$γ_{8}$	-0.0600	-0.89
$γ_{9}$	0.0001	0.00
$γ_{10}$	-0.0045	-0.08

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts