V-Lab: Toyobo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Toyobo Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:22.09% (-0.65%)

Analysis last updated: Sunday, April 14, 2024 at 01:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3422	5.34
$α$	0.0963	8.75
$β$	0.8522	45.47
$γ_{1}$	-0.0011	-0.03
$γ_{2}$	0.0399	0.71
$γ_{3}$	-0.1216	-3.25
$γ_{4}$	0.1733	5.57
$γ_{5}$	-0.1449	-4.74
$γ_{6}$	0.0851	2.56
$γ_{7}$	-0.0620	-1.92
$γ_{8}$	0.0510	2.25

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

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Volatility Forecasts

Volatility Forecasts