V-Lab
V-Lab

Yokohama Rubber Co Ltd/The Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:24.21% (-0.73%)

Analysis last updated: Wednesday, April 17, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yokohama Rubber Co Ltd/The S0GARCH
paramt-stat
ω1.78535.63
α0.108610.16
β0.851660.76
γ10.11365.47
γ2-0.1743-5.71
γ30.09505.13
γ4-0.0540-3.43
γ50.02931.82
γ6-0.0115-0.94
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts