V-Lab: KMD Brands Ltd APARCH Volatility Analysis

V-Lab

| |

V-Lab

KMD Brands Ltd APARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:45.10% (-1.70%)

Analysis last updated: Wednesday, May 1, 2024 at 03:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0312	10.64
$α$	0.0391	17.80
$β$	0.9577	314.40
$γ$	0.9685	51.50
$δ$	0.5000	10.11

Estimation Period:
Nov 13, 2009 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts