V-Lab: OKUMA Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

OKUMA Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.39% (+3.61%)

Analysis last updated: Sunday, April 21, 2024 at 01:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9565	9.16
$α$	0.0836	8.77
$β$	0.8804	66.73
$γ_{1}$	0.0027	0.90
$γ_{2}$	-0.0086	-1.97
$γ_{3}$	0.0094	3.74

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts