V-Lab: Oji Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Oji Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.88% (-0.22%)

Analysis last updated: Sunday, April 21, 2024 at 01:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2397	5.65
$α$	0.0861	8.86
$β$	0.8764	64.22
$γ_{1}$	-0.0529	-1.13
$γ_{2}$	0.2004	3.06
$γ_{3}$	-0.2957	-6.48
$γ_{4}$	0.1951	3.88
$γ_{5}$	-0.0188	-0.37
$γ_{6}$	-0.0501	-1.05
$γ_{7}$	0.0358	0.81
$γ_{8}$	-0.0466	-1.17
$γ_{9}$	0.0549	1.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts