V-Lab: Furukawa Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Furukawa Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:34.25% (+0.07%)

Analysis last updated: Saturday, April 20, 2024 at 01:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1174	6.50
$α$	0.1087	8.82
$β$	0.8408	48.52
$γ_{1}$	-0.0046	-0.12
$γ_{2}$	0.0787	1.47
$γ_{3}$	-0.1748	-5.48
$γ_{4}$	0.1626	5.59
$γ_{5}$	-0.1035	-3.28
$γ_{6}$	0.0890	2.37
$γ_{7}$	-0.0972	-2.22
$γ_{8}$	0.0764	2.30

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts