V-Lab: Ktis Corp Spline-GARCH Volatility Analysis

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V-Lab

Ktis Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:13.21% (-0.47%)

Analysis last updated: Saturday, April 27, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7978	4.73
$α$	0.1089	4.49
$β$	0.8074	21.44
$γ_{1}$	1.2753	1.84
$γ_{2}$	-1.7255	-1.61
$γ_{3}$	1.0525	1.39
$γ_{4}$	-1.8413	-2.45
$γ_{5}$	2.4524	3.63
$γ_{6}$	-1.9455	-3.37
$γ_{7}$	1.3980	3.47
$γ_{8}$	-1.4778	-3.01
$γ_{9}$	2.0536	3.19
$γ_{10}$	-3.5874	-4.18

Estimation Period:
Dec 17, 2010 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts