V-Lab: Kering Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kering Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:37.67% (-0.17%)

Analysis last updated: Friday, May 3, 2024 at 08:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1004	6.68
$α$	0.0660	7.12
$β$	0.9000	66.18
$γ_{1}$	-0.0497	-0.66
$γ_{2}$	0.1214	1.07
$γ_{3}$	-0.1020	-1.35
$γ_{4}$	-0.0395	-0.56
$γ_{5}$	0.2067	3.25
$γ_{6}$	-0.2506	-3.90
$γ_{7}$	0.1695	2.49
$γ_{8}$	-0.0583	-0.85
$γ_{9}$	0.0007	0.01
$γ_{10}$	-0.0070	-0.12

Estimation Period:
Jan 1, 1990 to Apr 30, 2024

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