V-Lab: KMD Brands Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KMD Brands Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:32.17% (-0.79%)

Analysis last updated: Thursday, April 18, 2024 at 08:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5723	5.54
$α$	0.0950	3.66
$β$	0.6517	9.41
$γ_{1}$	-0.4866	-1.40
$γ_{2}$	0.5068	0.86
$γ_{3}$	0.2457	0.53
$γ_{4}$	-0.8408	-2.14
$γ_{5}$	1.0898	2.88
$γ_{6}$	-0.6059	-1.75
$γ_{7}$	-0.2589	-0.79
$γ_{8}$	0.7321	2.70
$γ_{9}$	-0.4944	-2.86

Estimation Period:
Nov 13, 2009 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts