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 Wednesday, April 17th, 2024:25.26% (+0.57%)

Analysis last updated: Thursday, April 18, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6149	4.29
$α$	0.1723	6.25
$β$	0.5399	10.48
$γ_{1}$	-0.0138	-0.28
$γ_{2}$	0.1061	1.55
$γ_{3}$	-0.1944	-4.51
$γ_{4}$	0.1206	2.93
$γ_{5}$	0.0802	1.66
$γ_{6}$	-0.2332	-5.14
$γ_{7}$	0.2500	6.19
$γ_{8}$	-0.1889	-4.44
$γ_{9}$	0.1105	2.31
$γ_{10}$	-0.0503	-1.40

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

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