V-Lab: KPX Holdings Corp MF2-GARCH Volatility Analysis

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V-Lab

KPX Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:12.88% (-0.24%)

Analysis last updated: Tuesday, May 7, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1511	12.24
$β$	0.3922	13.57
$γ$	0.1245	7.65
$λ_{1}$	0.0795	1.38
$λ_{2}$	0.1609	1.76
$λ_{3}$	0.8102	7.76

Estimation Period:
Oct 12, 2006 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts