V-Lab: KTCS Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KTCS Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:41.07% (-0.36%)

Analysis last updated: Tuesday, April 30, 2024 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2913	4.37
$α$	0.1847	5.55
$β$	0.6446	11.70
$γ_{1}$	-0.4546	-0.79
$γ_{2}$	1.1309	1.29
$γ_{3}$	-0.8676	-1.58
$γ_{4}$	-0.3097	-0.65
$γ_{5}$	1.1679	2.03
$γ_{6}$	-0.8965	-1.39
$γ_{7}$	0.4358	0.79
$γ_{8}$	-0.6916	-1.28
$γ_{9}$	1.1649	2.03
$γ_{10}$	-1.0841	-3.04

Estimation Period:
Sep 16, 2010 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts