V-Lab: KISWIRE Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KISWIRE Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.54% (+0.15%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6252	6.04
$α$	0.2194	6.62
$β$	0.6056	14.10
$γ_{1}$	-0.0355	-0.92
$γ_{2}$	0.0647	1.12
$γ_{3}$	-0.1297	-2.92
$γ_{4}$	0.2057	4.27
$γ_{5}$	-0.1952	-3.71
$γ_{6}$	0.1459	2.69
$γ_{7}$	-0.0728	-1.38
$γ_{8}$	0.0901	1.48
$γ_{9}$	-0.2357	-1.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts