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 Thursday, April 18th, 2024:21.92% (-1.18%)

Analysis last updated: Thursday, April 18, 2024 at 11:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8567	5.53
$α$	0.1132	8.49
$β$	0.8204	44.44
$γ_{1}$	-0.0647	-1.47
$γ_{2}$	0.1515	2.31
$γ_{3}$	-0.1784	-3.72
$γ_{4}$	0.1616	3.65
$γ_{5}$	-0.1176	-2.86
$γ_{6}$	0.0897	2.02
$γ_{7}$	-0.0777	-1.42
$γ_{8}$	0.0066	0.13
$γ_{9}$	0.0686	2.39

Estimation Period:
Jan 4, 1990 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts