V-Lab
V-Lab
Kawasaki Heavy Industries Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:59.75% (-4.09%)

Analysis last updated: Wednesday, May 15, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kawasaki Heavy Industries Ltd MF2-GARCH
paramt-stat
m76
α0.052123.63
β0.8401190.92
γ0.065718.87
λ10.80182.72
λ20.88383.32
λ30.00000.00
Estimation Period:
Jan 3, 1990 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts