V-Lab: Kao Corp Spline-GARCH Volatility Analysis

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V-Lab

Kao Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:17.22% (-0.79%)

Analysis last updated: Tuesday, May 7, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2049	6.40
$α$	0.1029	6.14
$β$	0.7719	22.61
$γ_{1}$	-0.0413	-1.01
$γ_{2}$	0.1338	2.22
$γ_{3}$	-0.1461	-3.52
$γ_{4}$	0.0049	0.14
$γ_{5}$	0.1465	3.94
$γ_{6}$	-0.1883	-4.47
$γ_{7}$	0.1722	3.73
$γ_{8}$	-0.1449	-3.13
$γ_{9}$	0.0965	1.87
$γ_{10}$	-0.0745	-0.89

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

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