V-Lab
Kazakhstan Potash Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 25th, 2019:151.92% (+1.99%)
Analysis last updated: Friday, March 22, 2019 at 06:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8208 | 4.73 | |
| 0.1830 | 2.20 | |
| 0.5502 | 3.21 | |
| -9.3684 | -1.38 | |
| 24.9164 | 2.90 | |
| -34.1880 | -3.58 | |
| 34.1797 | 2.06 | |
| -21.7075 | -1.41 | |
| 7.7151 | 0.66 | |
| -9.8514 | -0.66 |
Estimation Period:
Dec 15, 2010 to Mar 22, 2019
Dec 15, 2010 to Mar 22, 2019
News Impact Curve
Volatility Forecasts
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