V-Lab: Kyowa Kirin Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Kyowa Kirin Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:26.61% (+2.91%)

Analysis last updated: Friday, May 17, 2024 at 12:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9905	7.71
$α$	0.1588	5.05
$β$	0.6489	12.24
$γ_{1}$	-0.1612	-3.29
$γ_{2}$	0.3102	4.14
$γ_{3}$	-0.2526	-5.12
$γ_{4}$	0.0949	2.51
$γ_{5}$	0.1033	2.97
$γ_{6}$	-0.2141	-4.53
$γ_{7}$	0.2528	4.30
$γ_{8}$	-0.2453	-4.73
$γ_{9}$	0.1775	3.37
$γ_{10}$	-0.1014	-0.86

Estimation Period:
Jan 4, 1990 to May 10, 2024

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Volatility Forecasts

Volatility Forecasts