V-Lab: Kazakhstan Potash Corp Ltd MF2-GARCH Volatility Analysis

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V-Lab

Kazakhstan Potash Corp Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, March 25th, 2019:191.18% (-1.10%)

Analysis last updated: Sunday, March 21, 2021 at 07:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.2720	15.09
$β$	0.5073	33.58
$γ$	0.4027	14.12
$λ_{1}$	5.2899	6.14
$λ_{2}$	0.0000	0.00
$λ_{3}$	1.0000	254.19

Estimation Period:
Dec 15, 2010 to Mar 22, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts