V-Lab: Shin Young Wacoal Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shin Young Wacoal Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:18.27% (+0.95%)

Analysis last updated: Thursday, April 18, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9468	4.27
$α$	0.2345	8.94
$β$	0.6932	29.88
$γ_{1}$	0.0460	0.60
$γ_{2}$	-0.0325	-0.30
$γ_{3}$	-0.1271	-1.73
$γ_{4}$	0.2077	2.89
$γ_{5}$	-0.1154	-1.45
$γ_{6}$	-0.0827	-1.07
$γ_{7}$	0.2964	4.44
$γ_{8}$	-0.3139	-4.63
$γ_{9}$	0.1450	1.86
$γ_{10}$	-0.0180	-0.29

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts