V-Lab: Kyowa Kirin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kyowa Kirin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:24.63% (+0.10%)

Analysis last updated: Wednesday, May 1, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0584	8.18
$α$	0.1564	5.23
$β$	0.6545	12.40
$γ_{1}$	-0.1301	-2.64
$γ_{2}$	0.2617	3.48
$γ_{3}$	-0.2235	-4.56
$γ_{4}$	0.0780	2.07
$γ_{5}$	0.1077	3.09
$γ_{6}$	-0.2094	-4.35
$γ_{7}$	0.2439	4.10
$γ_{8}$	-0.2345	-4.56
$γ_{9}$	0.1639	3.40
$γ_{10}$	-0.0745	-1.77

Estimation Period:
Jan 4, 1990 to Apr 26, 2024

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