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

V-Lab

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V-Lab

Kib Plug Energy Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:63.32% (-0.07%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6898	7.05
$α$	0.1661	7.92
$β$	0.7479	25.53
$γ_{1}$	-0.0115	-0.32
$γ_{2}$	0.0430	0.82
$γ_{3}$	-0.1269	-3.22
$γ_{4}$	0.1673	3.82
$γ_{5}$	-0.0940	-2.09
$γ_{6}$	-0.0152	-0.33
$γ_{7}$	0.1582	3.37
$γ_{8}$	-0.3084	-6.84
$γ_{9}$	0.4914	6.40

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts