V-Lab: KISWIRE Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KISWIRE Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:39.20% (-5.26%)

Analysis last updated: Saturday, May 11, 2024 at 03:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6283	6.13
$α$	0.2269	6.91
$β$	0.5929	13.49
$γ_{1}$	-0.0342	-0.89
$γ_{2}$	0.0623	1.09
$γ_{3}$	-0.1277	-2.90
$γ_{4}$	0.2044	4.28
$γ_{5}$	-0.1943	-3.73
$γ_{6}$	0.1443	2.66
$γ_{7}$	-0.0689	-1.30
$γ_{8}$	0.0804	1.32
$γ_{9}$	-0.2045	-1.58

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts