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

V-Lab

| |

V-Lab

Takara Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:18.36% (-0.62%)

Analysis last updated: Thursday, April 18, 2024 at 12:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1093	6.51
$α$	0.1412	6.35
$β$	0.7726	26.63
$γ_{1}$	-0.0342	-0.57
$γ_{2}$	0.1056	1.19
$γ_{3}$	-0.1293	-2.38
$γ_{4}$	0.0250	0.50
$γ_{5}$	0.1007	1.63
$γ_{6}$	-0.0984	-1.57
$γ_{7}$	0.0373	0.64
$γ_{8}$	0.0281	0.49
$γ_{9}$	-0.1142	-1.88
$γ_{10}$	0.1251	2.63

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts