V-Lab: Dowa Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Dowa Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.57% (-0.38%)

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
$ω$	1.2972	5.60
$α$	0.0864	7.61
$β$	0.8615	52.14
$γ_{1}$	-0.1228	-2.40
$γ_{2}$	0.3118	3.88
$γ_{3}$	-0.2766	-4.25
$γ_{4}$	0.0424	0.75
$γ_{5}$	0.1660	3.49
$γ_{6}$	-0.2787	-5.67
$γ_{7}$	0.2903	4.60
$γ_{8}$	-0.2244	-3.33
$γ_{9}$	0.1602	2.59
$γ_{10}$	-0.0946	-2.00

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

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