V-Lab: Toray Industries Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Toray Industries Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.13% (-1.34%)

Analysis last updated: Sunday, April 21, 2024 at 01:57 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0204	11.18
$α$	0.1148	10.88
$β$	0.8484	69.98
$γ_{1}$	-0.0000	-0.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts