V-Lab: Kib Plug Energy Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kib Plug Energy Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:60.06% (-0.70%)

Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6829	6.88
$α$	0.1680	7.75
$β$	0.7464	25.15
$γ_{1}$	-0.0099	-0.27
$γ_{2}$	0.0377	0.71
$γ_{3}$	-0.1203	-3.06
$γ_{4}$	0.1637	3.73
$γ_{5}$	-0.0939	-2.09
$γ_{6}$	-0.0125	-0.27
$γ_{7}$	0.1536	3.25
$γ_{8}$	-0.3022	-6.76
$γ_{9}$	0.4775	6.64

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts