V-Lab: Takara Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Takara Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:18.44% (+1.29%)

Analysis last updated: Sunday, April 21, 2024 at 02:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1430	6.60
$α$	0.1384	6.27
$β$	0.7778	27.05
$γ_{1}$	-0.0249	-0.42
$γ_{2}$	0.0937	1.05
$γ_{3}$	-0.1261	-2.31
$γ_{4}$	0.0242	0.48
$γ_{5}$	0.1013	1.62
$γ_{6}$	-0.0995	-1.57
$γ_{7}$	0.0388	0.66
$γ_{8}$	0.0276	0.48
$γ_{9}$	-0.1168	-1.92
$γ_{10}$	0.1294	2.71

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

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