V-Lab
V-Lab

KayDav Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 1st, 2023:0.00% (0.00%)

Analysis last updated: Thursday, March 2, 2023 at 01:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KayDav Group Ltd S0GARCH
paramt-stat
ω0.15581558360.00
α0.37353735100.00
β0.61096109060.00
γ1144.69201446920000.00
γ2-231.0694-2310694000.00
γ3-307.7024-3077024000.00
γ4817.43458174345000.00
Estimation Period:
Nov 15, 2007 to Feb 24, 2023
Impact of return on volatility tomorrow
Volatility Forecasts