V-Lab: Kao Corp Spline-GARCH Volatility Analysis

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V-Lab

Kao Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.35% (+0.53%)

Analysis last updated: Sunday, April 21, 2024 at 01:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2047	6.40
$α$	0.1039	6.14
$β$	0.7693	22.36
$γ_{1}$	-0.0413	-1.01
$γ_{2}$	0.1335	2.21
$γ_{3}$	-0.1450	-3.50
$γ_{4}$	0.0029	0.08
$γ_{5}$	0.1487	3.99
$γ_{6}$	-0.1901	-4.50
$γ_{7}$	0.1736	3.76
$γ_{8}$	-0.1461	-3.15
$γ_{9}$	0.0972	1.89
$γ_{10}$	-0.0747	-0.91

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

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