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V-Lab

Yokohama Rubber Co Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:25.66% (-0.34%)

Analysis last updated: Sunday, April 21, 2024 at 01:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yokohama Rubber Co Ltd/The S0GARCH
paramt-stat
ω1.78465.63
α0.108610.16
β0.851560.72
γ10.11335.47
γ2-0.1739-5.72
γ30.09485.14
γ4-0.0539-3.43
γ50.02921.82
γ6-0.0114-0.93
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts