V-Lab: KISCO Corp MF2-GARCH Volatility Analysis

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V-Lab

KISCO Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:35.36% (+4.31%)

Analysis last updated: Wednesday, May 15, 2024 at 02:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	116
$α$	0.1066	19.59
$β$	0.8054	52.79
$γ$	0.0119	1.70
$λ_{1}$	4.6565	0.03
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0013	0.00

Estimation Period:
Sep 29, 2008 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts