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

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V-Lab

KMD Brands Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:38.89% (-0.99%)

Analysis last updated: Tuesday, May 14, 2024 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5693	5.55
$α$	0.0938	3.60
$β$	0.6529	9.31
$γ_{1}$	-0.4959	-1.47
$γ_{2}$	0.5264	0.92
$γ_{3}$	0.2236	0.50
$γ_{4}$	-0.8234	-2.16
$γ_{5}$	1.0982	2.99
$γ_{6}$	-0.6580	-1.96
$γ_{7}$	-0.1622	-0.49
$γ_{8}$	0.5747	1.90
$γ_{9}$	-0.1209	-0.35

Estimation Period:
Nov 13, 2009 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts