V-Lab: Kao Corp MF2-GARCH Volatility Analysis

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V-Lab

Kao Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.91% (+0.17%)

Analysis last updated: Sunday, April 21, 2024 at 01:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0743	16.80
$β$	0.6767	69.16
$γ$	0.0816	11.25
$λ_{1}$	0.5739	0.66
$λ_{2}$	0.7711	0.68
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts