V-Lab: Ktis Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Ktis Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:12.12% (+0.38%)

Analysis last updated: Saturday, May 11, 2024 at 03:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8057	4.75
$α$	0.1095	4.50
$β$	0.8063	21.51
$γ_{1}$	1.2799	1.86
$γ_{2}$	-1.7351	-1.63
$γ_{3}$	1.0581	1.41
$γ_{4}$	-1.8441	-2.48
$γ_{5}$	2.4701	3.67
$γ_{6}$	-1.9794	-3.39
$γ_{7}$	1.4188	3.48
$γ_{8}$	-1.4667	-3.12
$γ_{9}$	2.0514	3.27
$γ_{10}$	-3.8304	-4.53

Estimation Period:
Dec 17, 2010 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts