V-Lab
V-Lab

Kubota Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:31.00% (-0.70%)

Analysis last updated: Friday, March 29, 2024 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kubota Corp S0GARCH
paramt-stat
ω1.24696.08
α0.085610.00
β0.876073.48
γ1-0.0417-0.84
γ20.18652.54
γ3-0.3036-6.12
γ40.25975.15
γ5-0.1524-3.05
γ60.06931.64
γ7-0.0238-0.56
γ80.01490.32
γ9-0.0118-0.34
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts