V-Lab: Konami Group Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Konami Group Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:29.95% (-0.80%)

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
$ω$	0.8789	5.39
$α$	0.0974	7.91
$β$	0.8354	44.13
$γ_{1}$	-0.1340	-3.12
$γ_{2}$	0.2725	4.49
$γ_{3}$	-0.2830	-7.63
$γ_{4}$	0.2418	7.88
$γ_{5}$	-0.1359	-5.39
$γ_{6}$	0.0434	1.52
$γ_{7}$	0.0027	0.08
$γ_{8}$	-0.0101	-0.46

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

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Volatility Forecasts

Volatility Forecasts