V-Lab: Kindred Group PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kindred Group PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.27% (-0.06%)

Analysis last updated: Friday, May 3, 2024 at 01:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4822	6.59
$α$	0.1564	4.95
$β$	0.3604	3.29
$γ_{1}$	0.0962	1.19
$γ_{2}$	-0.1674	-1.14
$γ_{3}$	0.0537	0.39
$γ_{4}$	0.1315	0.85
$γ_{5}$	-0.1561	-1.16
$γ_{6}$	0.1379	1.45
$γ_{7}$	-0.2870	-3.40
$γ_{8}$	0.2816	3.74

Estimation Period:
Jun 8, 2004 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts