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 Friday, April 19th, 2024:32.39% (-0.95%)

Analysis last updated: Friday, April 19, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0950	6.65
$α$	0.0665	7.12
$β$	0.8989	65.59
$γ_{1}$	-0.0492	-0.65
$γ_{2}$	0.1197	1.05
$γ_{3}$	-0.0993	-1.31
$γ_{4}$	-0.0428	-0.60
$γ_{5}$	0.2100	3.31
$γ_{6}$	-0.2530	-3.92
$γ_{7}$	0.1706	2.50
$γ_{8}$	-0.0581	-0.85
$γ_{9}$	-0.0009	-0.01
$γ_{10}$	-0.0048	-0.08

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts