V-Lab: KSS LINE Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KSS LINE Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:24.84% (+1.09%)

Analysis last updated: Thursday, May 9, 2024 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1509	7.65
$α$	0.1380	5.58
$β$	0.6432	10.59
$γ_{1}$	0.4438	5.64
$γ_{2}$	-0.5667	-4.40
$γ_{3}$	0.0914	0.95
$γ_{4}$	0.1723	2.37
$γ_{5}$	-0.2587	-3.79
$γ_{6}$	0.2195	2.33

Estimation Period:
Oct 26, 2007 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts