V-Lab: Kingfisher PLC APARCH Volatility Analysis

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V-Lab

Kingfisher PLC APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:21.49% (-0.33%)

Analysis last updated: Thursday, May 2, 2024 at 02:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0198	15.96
$α$	0.0432	25.72
$β$	0.9564	606.84
$γ$	0.4552	17.51
$δ$	1.2580	33.78

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts