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

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V-Lab

Shiseido Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.50% (-1.08%)

Analysis last updated: Sunday, April 21, 2024 at 01:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2004	6.33
$α$	0.0789	7.35
$β$	0.8620	48.77
$γ_{1}$	0.0387	1.32
$γ_{2}$	0.0021	0.05
$γ_{3}$	-0.1120	-3.76
$γ_{4}$	0.1179	3.32
$γ_{5}$	-0.0679	-1.88
$γ_{6}$	0.0588	1.65
$γ_{7}$	-0.0802	-2.06
$γ_{8}$	0.0565	1.76

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

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