V-Lab: Kingfisher PLC Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Kingfisher PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:23.28% (-0.43%)

Analysis last updated: Tuesday, May 7, 2024 at 07:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7748	9.49
$α$	0.0485	7.36
$β$	0.9393	113.46
$γ_{1}$	-0.0004	-2.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts