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

V-Lab

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V-Lab

Kotipizza Group Oyj Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 12th, 2019:12.26% (-0.34%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8790	1.57
$α$	0.2271	2.81
$β$	0.7403	16.03
$γ_{1}$	0.0155	0.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts