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 Monday, April 22nd, 2024:24.82% (+7.15%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9328	4.30
$α$	0.2343	8.87
$β$	0.6907	29.32
$γ_{1}$	0.0444	0.59
$γ_{2}$	-0.0297	-0.28
$γ_{3}$	-0.1300	-1.79
$γ_{4}$	0.2116	2.97
$γ_{5}$	-0.1202	-1.53
$γ_{6}$	-0.0774	-1.01
$γ_{7}$	0.2923	4.44
$γ_{8}$	-0.3127	-4.70
$γ_{9}$	0.1462	1.91
$γ_{10}$	-0.0195	-0.32

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts