V-Lab: Kering Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kering Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:36.17% (-1.05%)

Analysis last updated: Thursday, May 9, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2566	7.84
$α$	0.0684	8.04
$β$	0.9120	88.96
$γ_{1}$	0.0025	3.19

Estimation Period:
Jan 1, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts