V-Lab: Kishin Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kishin Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:8.76% (-0.17%)

Analysis last updated: Wednesday, May 1, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5550	5.93
$α$	0.2301	6.48
$β$	0.6513	16.27
$γ_{1}$	0.2023	1.72
$γ_{2}$	-0.2503	-1.43
$γ_{3}$	0.0322	0.24
$γ_{4}$	0.0328	0.24
$γ_{5}$	0.2000	1.45
$γ_{6}$	-0.5690	-3.98
$γ_{7}$	0.5295	4.61

Estimation Period:
Oct 30, 2007 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts