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

V-Lab

| |

V-Lab

Tosoh Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:20.98% (+0.41%)

Analysis last updated: Sunday, April 21, 2024 at 01:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8649	3.73
$α$	0.0785	6.83
$β$	0.8504	39.54
$γ_{1}$	-0.0642	-0.80
$γ_{2}$	0.2052	1.73
$γ_{3}$	-0.2057	-2.82
$γ_{4}$	0.0129	0.23
$γ_{5}$	0.1610	3.37
$γ_{6}$	-0.2015	-4.10
$γ_{7}$	0.1463	2.87
$γ_{8}$	-0.0917	-1.88
$γ_{9}$	0.0336	0.76
$γ_{10}$	0.0279	0.94

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts