V-Lab: Ajinomoto Co Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Ajinomoto Co Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.89% (+5.26%)

Analysis last updated: Sunday, April 21, 2024 at 02:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6137	4.26
$α$	0.1718	6.27
$β$	0.5431	10.61
$γ_{1}$	-0.0132	-0.26
$γ_{2}$	0.1050	1.54
$γ_{3}$	-0.1946	-4.52
$γ_{4}$	0.1233	3.00
$γ_{5}$	0.0755	1.57
$γ_{6}$	-0.2285	-5.03
$γ_{7}$	0.2466	6.09
$γ_{8}$	-0.1864	-4.37
$γ_{9}$	0.1085	2.25
$γ_{10}$	-0.0492	-1.36

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

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Volatility Forecasts

Volatility Forecasts