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V-Lab

KMD Brands Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:44.24% (-1.12%)
Analysis last updated: Friday, February 20, 2026 at 07:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KMD Brands Ltd SGARCH
paramt-stat
ω0.55385.61
α0.10404.18
β0.62689.13
γ1-0.5091-1.59
γ20.56051.03
γ30.17000.39
γ4-0.7666-2.12
γ51.08413.10
γ6-0.7045-2.25
γ7-0.1165-0.38
γ80.64112.31
γ9-0.3228-1.30
γ10-0.3095-1.05
Estimation Period:
Nov 13, 2009 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts