V-Lab: Kemper Corp AGARCH Volatility Analysis

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V-Lab

Kemper Corp AGARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.03% (-1.37%)

Analysis last updated: Friday, April 19, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0519	9.01
$α$	0.0750	25.17
$β$	0.9072	283.69
$γ$	0.6111	12.28

Estimation Period:
Apr 24, 1990 to Apr 19, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts