V-Lab
V-Lab

Ebara Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:35.60% (-1.47%)

Analysis last updated: Friday, March 29, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ebara Corp S0GARCH
paramt-stat
ω1.15436.94
α0.08858.68
β0.848748.26
γ1-0.0321-1.06
γ20.14293.12
γ3-0.2186-5.76
γ40.19705.39
γ5-0.1671-5.26
γ60.10663.23
γ7-0.0212-0.61
γ8-0.0132-0.47
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts