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

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V-Lab

Kao Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:19.71% (-0.88%)

Analysis last updated: Sunday, May 5, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1977	6.18
$α$	0.0994	6.12
$β$	0.7866	24.38
$γ_{1}$	-0.0339	-0.80
$γ_{2}$	0.1207	1.94
$γ_{3}$	-0.1395	-3.30
$γ_{4}$	0.0077	0.21
$γ_{5}$	0.1359	3.59
$γ_{6}$	-0.1729	-4.05
$γ_{7}$	0.1554	3.35
$γ_{8}$	-0.1261	-2.82
$γ_{9}$	0.0687	1.73
$γ_{10}$	-0.0132	-0.43

Estimation Period:
Jan 3, 1990 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts