V-Lab: Shionogi & Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Shionogi & Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:20.77% (-0.69%)

Analysis last updated: Wednesday, April 17, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3520	12.05
$α$	0.0986	7.94
$β$	0.8693	55.89
$γ_{1}$	0.0006	4.29

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

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Volatility Forecasts

Volatility Forecasts