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

V-Lab

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V-Lab

KISCO Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:43.35% (-3.32%)

Analysis last updated: Tuesday, April 30, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0553	9.26
$α$	0.1061	6.22
$β$	0.8230	25.94
$γ_{1}$	0.0010	0.80

Estimation Period:
Sep 29, 2008 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts