V-Lab: Kib Plug Energy Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kib Plug Energy Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:29.05% (-1.57%)

Analysis last updated: Thursday, May 2, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7257	6.40
$α$	0.1710	6.00
$β$	0.7600	24.45
$γ_{1}$	0.0136	0.46
$γ_{2}$	-0.0247	-0.56
$γ_{3}$	-0.0361	-1.13
$γ_{4}$	0.1119	3.08
$γ_{5}$	-0.1402	-3.77
$γ_{6}$	0.1702	4.50
$γ_{7}$	-0.1754	-4.25
$γ_{8}$	0.1129	3.50

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts