V-Lab: Konami Group Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Konami Group Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:30.78% (-0.73%)

Analysis last updated: Wednesday, May 1, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1228	20.72
$α$	0.0589	20.64
$β$	0.9072	366.41
$γ$	0.0384	6.50

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

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Volatility Forecasts