V-Lab
V-Lab

Hokuetsu Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:98.92% (-9.56%)

Analysis last updated: Thursday, March 28, 2024 at 02:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hokuetsu Corp S0GARCH
paramt-stat
ω1.73067.85
α0.14176.57
β0.761923.47
γ1-0.0134-0.49
γ20.11192.66
γ3-0.2182-7.23
γ40.21527.93
γ5-0.1340-4.85
γ60.03851.38
γ70.01160.38
γ8-0.0190-0.76
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts