V-Lab
V-Lab

Shiseido Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:31.31% (-0.29%)

Analysis last updated: Thursday, March 28, 2024 at 02:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shiseido Co Ltd S0GARCH
paramt-stat
ω1.21246.42
α0.07937.36
β0.861048.36
γ10.03931.35
γ20.00270.07
γ3-0.1149-3.83
γ40.12093.38
γ5-0.0712-1.96
γ60.06261.74
γ7-0.0829-2.11
γ80.05711.78
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts