V-Lab: Konica Minolta Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Konica Minolta Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.93% (-0.95%)

Analysis last updated: Sunday, April 21, 2024 at 01:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4700	8.60
$α$	0.1100	8.58
$β$	0.8292	44.40
$γ_{1}$	0.0488	5.52
$γ_{2}$	-0.0723	-5.08
$γ_{3}$	0.0362	3.00
$γ_{4}$	-0.0209	-1.81
$γ_{5}$	0.0119	1.39

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

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Volatility Forecasts

Volatility Forecasts