V-Lab
Kardan NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, August 31st, 2020:261.99% (+39.46%)
Analysis last updated: Friday, August 28, 2020 at 06:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3630 | 5.46 | |
| 0.1362 | 5.63 | |
| 0.8060 | 24.45 | |
| 0.1014 | 3.14 | |
| -0.1060 | -2.06 | |
| -0.0209 | -0.46 | |
| 0.0343 | 0.96 |
Estimation Period:
Jul 11, 2003 to Aug 28, 2020
Jul 11, 2003 to Aug 28, 2020