V-Lab
V-Lab

Motonic Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:11.20% (-0.04%)

Analysis last updated: Thursday, March 28, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Motonic Corp S0GARCH
paramt-stat
ω0.83816.09
α0.10478.09
β0.818534.80
γ10.04580.63
γ2-0.1845-1.74
γ30.17322.21
γ4-0.0127-0.15
γ5-0.0098-0.12
γ60.00720.11
γ7-0.1483-2.10
γ80.39734.37
γ9-0.6004-5.22
γ100.50045.70
Estimation Period:
Jan 14, 1994 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts