V-Lab: Taiheiyo Cement Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Taiheiyo Cement Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.85% (-1.01%)

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
$ω$	1.1780	6.40
$α$	0.0995	10.15
$β$	0.8596	75.44
$γ_{1}$	0.0267	0.74
$γ_{2}$	0.0076	0.14
$γ_{3}$	-0.1175	-3.52
$γ_{4}$	0.1744	5.85
$γ_{5}$	-0.1774	-5.46
$γ_{6}$	0.1433	4.47
$γ_{7}$	-0.0776	-2.62
$γ_{8}$	0.0274	1.25

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts