V-Lab: KTCS Corp Spline-GARCH Volatility Analysis

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V-Lab

KTCS Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:23.79% (+1.99%)

Analysis last updated: Thursday, May 9, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3351	4.50
$α$	0.1907	5.97
$β$	0.6310	11.66
$γ_{1}$	-0.3887	-0.69
$γ_{2}$	1.0409	1.20
$γ_{3}$	-0.8326	-1.54
$γ_{4}$	-0.3387	-0.73
$γ_{5}$	1.2344	2.18
$γ_{6}$	-1.0274	-1.61
$γ_{7}$	0.6551	1.21
$γ_{8}$	-1.1361	-2.39
$γ_{9}$	2.1787	4.36
$γ_{10}$	-3.7680	-4.99

Estimation Period:
Sep 16, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts