V-Lab: MEIJI Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

MEIJI Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.50% (+0.40%)

Analysis last updated: Sunday, April 21, 2024 at 02:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2110	7.44
$α$	0.1917	3.20
$β$	0.1506	1.59
$γ_{1}$	0.3985	1.28
$γ_{2}$	-0.4952	-0.85
$γ_{3}$	0.2469	0.47
$γ_{4}$	-0.1057	-0.27
$γ_{5}$	-0.6912	-2.03
$γ_{6}$	1.4861	4.59
$γ_{7}$	-1.4554	-4.89
$γ_{8}$	0.9192	2.82
$γ_{9}$	-0.2505	-0.92
$γ_{10}$	-0.1538	-0.74

Estimation Period:
Apr 1, 2009 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts