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

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V-Lab

Ajinomoto Co Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:20.66% (-0.80%)

Analysis last updated: Saturday, April 20, 2024 at 02:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6234	4.37
$α$	0.1692	6.05
$β$	0.5392	10.24
$γ_{1}$	-0.0113	-0.23
$γ_{2}$	0.1056	1.56
$γ_{3}$	-0.2003	-4.67
$γ_{4}$	0.1257	3.08
$γ_{5}$	0.0828	1.73
$γ_{6}$	-0.2449	-5.43
$γ_{7}$	0.2681	6.67
$γ_{8}$	-0.2116	-4.94
$γ_{9}$	0.1450	2.78
$γ_{10}$	-0.1282	-1.82

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts