V-Lab: Trend Micro Inc/Japan Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Trend Micro Inc/Japan Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.44% (-0.51%)

Analysis last updated: Sunday, April 21, 2024 at 01:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9241	9.31
$α$	0.0925	6.74
$β$	0.8618	42.68
$γ_{1}$	0.0083	2.78
$γ_{2}$	-0.0077	-1.97

Estimation Period:
Aug 18, 1998 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts