V-Lab: KMD Brands Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

KMD Brands Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:32.98% (+0.51%)

Analysis last updated: Wednesday, May 1, 2024 at 03:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5723	5.54
$α$	0.0947	3.64
$β$	0.6527	9.44
$γ_{1}$	-0.4889	-1.43
$γ_{2}$	0.5148	0.88
$γ_{3}$	0.2319	0.51
$γ_{4}$	-0.8267	-2.13
$γ_{5}$	1.0859	2.91
$γ_{6}$	-0.6175	-1.81
$γ_{7}$	-0.2415	-0.75
$γ_{8}$	0.7240	2.69
$γ_{9}$	-0.4957	-2.89

Estimation Period:
Nov 13, 2009 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts