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

V-Lab

| |

V-Lab

Konami Group Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:26.46% (-0.89%)

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
$ω$	0.8448	5.29
$α$	0.0973	7.92
$β$	0.8339	43.13
$γ_{1}$	-0.1443	-3.39
$γ_{2}$	0.2888	4.82
$γ_{3}$	-0.2933	-8.07
$γ_{4}$	0.2482	8.24
$γ_{5}$	-0.1366	-5.43
$γ_{6}$	0.0343	1.15
$γ_{7}$	0.0316	0.83
$γ_{8}$	-0.0895	-1.69

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts