V-Lab: Mitsui Mining & Smelting Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mitsui Mining & Smelting Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.33% (-1.22%)

Analysis last updated: Sunday, April 21, 2024 at 01:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3311	6.86
$α$	0.0707	7.25
$β$	0.8889	58.16
$γ_{1}$	-0.0203	-0.60
$γ_{2}$	0.0966	1.87
$γ_{3}$	-0.1516	-4.30
$γ_{4}$	0.1247	4.28
$γ_{5}$	-0.0818	-2.64
$γ_{6}$	0.0792	2.01
$γ_{7}$	-0.1189	-2.70
$γ_{8}$	0.1118	3.46

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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