V-Lab: KISWIRE Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KISWIRE Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:128.13% (+70.12%)

Analysis last updated: Wednesday, May 1, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6553	6.27
$α$	0.2154	7.47
$β$	0.6169	15.29
$γ_{1}$	-0.0107	-0.28
$γ_{2}$	0.0243	0.42
$γ_{3}$	-0.1009	-2.24
$γ_{4}$	0.1808	3.74
$γ_{5}$	-0.1726	-3.29
$γ_{6}$	0.1222	2.24
$γ_{7}$	-0.0379	-0.72
$γ_{8}$	0.0233	0.47
$γ_{9}$	-0.0631	-1.66

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts