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 22nd, 2024:27.08% (-1.31%)

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
$ω$	1.3783	5.45
$α$	0.0953	8.74
$β$	0.8542	46.16
$γ_{1}$	0.0027	0.07
$γ_{2}$	0.0349	0.63
$γ_{3}$	-0.1199	-3.20
$γ_{4}$	0.1722	5.52
$γ_{5}$	-0.1442	-4.70
$γ_{6}$	0.0844	2.54
$γ_{7}$	-0.0611	-1.89
$γ_{8}$	0.0498	2.20

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

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