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

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V-Lab

Tokai Carbon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.75% (+1.07%)

Analysis last updated: Sunday, April 21, 2024 at 01:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2005	7.73
$α$	0.0865	8.19
$β$	0.8772	67.88
$γ_{1}$	-0.0029	-0.09
$γ_{2}$	0.0390	0.77
$γ_{3}$	-0.1080	-3.12
$γ_{4}$	0.1615	4.86
$γ_{5}$	-0.1710	-4.70
$γ_{6}$	0.1614	4.14
$γ_{7}$	-0.1547	-3.50
$γ_{8}$	0.1071	2.94

Estimation Period:
Jan 4, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts