V-Lab: KidariStudio Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

KidariStudio Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:44.01% (+1.77%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7822	6.18
$α$	0.1668	9.01
$β$	0.7273	26.60
$γ_{1}$	-0.1856	-2.07
$γ_{2}$	0.2453	1.84
$γ_{3}$	-0.1835	-1.92
$γ_{4}$	0.3033	3.04
$γ_{5}$	-0.3337	-3.28
$γ_{6}$	0.1964	1.80
$γ_{7}$	-0.0068	-0.06
$γ_{8}$	0.0138	0.10
$γ_{9}$	-0.1413	-1.10
$γ_{10}$	0.1266	1.57

Estimation Period:
Jul 3, 1996 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts