V-Lab: KISWIRE Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KISWIRE Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:38.39% (+0.07%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6549	6.25
$α$	0.2085	7.46
$β$	0.6282	16.02
$γ_{1}$	-0.0110	-0.28
$γ_{2}$	0.0252	0.43
$γ_{3}$	-0.1020	-2.25
$γ_{4}$	0.1811	3.72
$γ_{5}$	-0.1722	-3.25
$γ_{6}$	0.1212	2.22
$γ_{7}$	-0.0359	-0.69
$γ_{8}$	0.0196	0.39
$γ_{9}$	-0.0588	-1.54

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts