V-Lab: Hokuetsu Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hokuetsu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:63.03% (-5.39%)

Analysis last updated: Thursday, April 18, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7310	7.84
$α$	0.1371	6.64
$β$	0.7719	24.71
$γ_{1}$	-0.0119	-0.43
$γ_{2}$	0.1099	2.59
$γ_{3}$	-0.2177	-7.11
$γ_{4}$	0.2156	7.79
$γ_{5}$	-0.1348	-4.77
$γ_{6}$	0.0390	1.39
$γ_{7}$	0.0120	0.39
$γ_{8}$	-0.0200	-0.78

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts