V-Lab: Kotipizza Group Oyj Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Kotipizza Group Oyj Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 12th, 2019:11.50% (-0.26%)

Analysis last updated: Friday, July 12, 2019 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5108	1.49
$α$	0.2556	2.50
$β$	0.7058	13.37
$γ_{1}$	-0.3143	-1.06
$γ_{2}$	0.4668	1.23

Estimation Period:
Jul 7, 2015 to Jun 14, 2019

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts