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

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V-Lab

Kyowa Kirin Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:24.25% (+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
$ω$	0.9889	7.71
$α$	0.1566	5.09
$β$	0.6528	12.51
$γ_{1}$	-0.1614	-3.28
$γ_{2}$	0.3104	4.12
$γ_{3}$	-0.2520	-5.09
$γ_{4}$	0.0928	2.45
$γ_{5}$	0.1065	3.05
$γ_{6}$	-0.2173	-4.56
$γ_{7}$	0.2548	4.32
$γ_{8}$	-0.2445	-4.69
$γ_{9}$	0.1723	3.20
$γ_{10}$	-0.0838	-0.68

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

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Volatility Forecasts

Volatility Forecasts