V-Lab: Hengan International Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Hengan International Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.41% (+3.20%)

Analysis last updated: Sunday, April 21, 2024 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8265	9.59
$α$	0.1591	7.22
$β$	0.5746	10.93
$γ_{1}$	0.0505	2.29
$γ_{2}$	-0.0263	-0.82
$γ_{3}$	-0.0879	-4.08
$γ_{4}$	0.1289	6.21
$γ_{5}$	-0.0980	-5.14
$γ_{6}$	0.0437	3.29

Estimation Period:
Dec 8, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Hengan International Group Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH