V-Lab: Seven & i Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Seven & i Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:28.96% (-0.95%)

Analysis last updated: Saturday, April 20, 2024 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3328	4.72
$α$	0.0974	8.68
$β$	0.8652	64.66
$γ_{1}$	0.0348	0.90
$γ_{2}$	0.0515	0.91
$γ_{3}$	-0.2170	-4.79
$γ_{4}$	0.2122	4.61
$γ_{5}$	-0.1177	-2.81
$γ_{6}$	0.0505	1.27
$γ_{7}$	-0.0003	-0.01
$γ_{8}$	-0.0276	-1.23

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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