V-Lab: KTCS Corp Spline-GARCH Volatility Analysis

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V-Lab

KTCS Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:34.09% (+8.78%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3382	4.50
$α$	0.1907	5.96
$β$	0.6334	11.78
$γ_{1}$	-0.3924	-0.69
$γ_{2}$	1.0491	1.20
$γ_{3}$	-0.8359	-1.53
$γ_{4}$	-0.3398	-0.72
$γ_{5}$	1.2207	2.14
$γ_{6}$	-0.9971	-1.56
$γ_{7}$	0.6386	1.20
$γ_{8}$	-1.1457	-2.44
$γ_{9}$	2.1601	4.32
$γ_{10}$	-3.4866	-4.34

Estimation Period:
Sep 16, 2010 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts