V-Lab: KidariStudio Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KidariStudio Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:41.00% (-0.55%)

Analysis last updated: Friday, May 3, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7830	6.17
$α$	0.1667	9.01
$β$	0.7279	26.68
$γ_{1}$	-0.1852	-2.06
$γ_{2}$	0.2447	1.83
$γ_{3}$	-0.1831	-1.91
$γ_{4}$	0.3030	3.03
$γ_{5}$	-0.3337	-3.28
$γ_{6}$	0.1966	1.80
$γ_{7}$	-0.0074	-0.06
$γ_{8}$	0.0153	0.11
$γ_{9}$	-0.1447	-1.13
$γ_{10}$	0.1302	1.63

Estimation Period:
Jul 3, 1996 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts