V-Lab: KDDI Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KDDI Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:17.89% (-0.37%)

Analysis last updated: Sunday, April 28, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3040	4.94
$α$	0.1049	6.84
$β$	0.8414	44.18
$γ_{1}$	0.1348	3.86
$γ_{2}$	-0.2695	-5.60
$γ_{3}$	0.2234	7.70
$γ_{4}$	-0.1270	-4.11
$γ_{5}$	0.0507	1.50
$γ_{6}$	-0.0172	-0.54
$γ_{7}$	0.0128	0.59

Estimation Period:
Sep 3, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts