V-Lab
V-Lab

Seven & i Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:24.94% (-0.68%)

Analysis last updated: Thursday, March 28, 2024 at 02:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seven & i Holdings Co Ltd S0GARCH
paramt-stat
ω1.36384.87
α0.09858.71
β0.863864.14
γ10.03780.99
γ20.04810.85
γ3-0.2165-4.74
γ40.21204.58
γ5-0.1175-2.81
γ60.05011.28
γ7-0.0004-0.01
γ8-0.0267-1.21
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts