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

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V-Lab

Kuraray Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.40% (-0.52%)

Analysis last updated: Sunday, April 21, 2024 at 02:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2819	7.47
$α$	0.0786	6.84
$β$	0.8699	44.13
$γ_{1}$	-0.0942	-3.39
$γ_{2}$	0.2310	5.53
$γ_{3}$	-0.2464	-8.19
$γ_{4}$	0.1830	6.53
$γ_{5}$	-0.1279	-4.63
$γ_{6}$	0.0907	3.25
$γ_{7}$	-0.0552	-1.94
$γ_{8}$	0.0249	1.08

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

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Volatility Forecasts

Volatility Forecasts