V-Lab: Kyocera Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kyocera Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:18.11% (-0.77%)

Analysis last updated: Wednesday, May 1, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9862	5.37
$α$	0.0986	8.67
$β$	0.8420	50.82
$γ_{1}$	-0.0510	-1.34
$γ_{2}$	0.1667	3.14
$γ_{3}$	-0.2570	-8.98
$γ_{4}$	0.2280	8.85
$γ_{5}$	-0.1194	-4.18
$γ_{6}$	0.0481	1.43
$γ_{7}$	-0.0313	-0.71
$γ_{8}$	0.0106	0.15

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts