V-Lab: KMD Brands Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KMD Brands Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:38.98% (+0.42%)

Analysis last updated: Wednesday, May 1, 2024 at 03:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5681	5.54
$α$	0.0942	3.62
$β$	0.6510	9.22
$γ_{1}$	-0.4958	-1.45
$γ_{2}$	0.5210	0.90
$γ_{3}$	0.2370	0.52
$γ_{4}$	-0.8378	-2.17
$γ_{5}$	1.1032	2.97
$γ_{6}$	-0.6494	-1.90
$γ_{7}$	-0.1716	-0.52
$γ_{8}$	0.5624	1.85
$γ_{9}$	-0.0712	-0.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts