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

V-Lab

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V-Lab

Kyocera Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:19.24% (-0.72%)

Analysis last updated: Wednesday, May 1, 2024 at 11:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0203	5.52
$α$	0.0981	8.65
$β$	0.8433	51.41
$γ_{1}$	-0.0398	-1.05
$γ_{2}$	0.1486	2.81
$γ_{3}$	-0.2446	-8.53
$γ_{4}$	0.2184	8.46
$γ_{5}$	-0.1128	-3.98
$γ_{6}$	0.0464	1.44
$γ_{7}$	-0.0381	-1.07
$γ_{8}$	0.0374	1.37

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts