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

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V-Lab

Tokuyama Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:21.83% (+0.41%)

Analysis last updated: Sunday, April 21, 2024 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8568	5.54
$α$	0.1134	8.49
$β$	0.8199	44.33
$γ_{1}$	-0.0645	-1.48
$γ_{2}$	0.1510	2.32
$γ_{3}$	-0.1783	-3.74
$γ_{4}$	0.1623	3.69
$γ_{5}$	-0.1189	-2.91
$γ_{6}$	0.0914	2.06
$γ_{7}$	-0.0797	-1.46
$γ_{8}$	0.0087	0.17
$γ_{9}$	0.0675	2.35

Estimation Period:
Jan 4, 1990 to Apr 19, 2024

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