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

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V-Lab

Ebara Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:44.90% (+2.02%)

Analysis last updated: Sunday, April 21, 2024 at 01:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1714	7.07
$α$	0.0891	8.72
$β$	0.8476	47.95
$γ_{1}$	-0.0298	-1.00
$γ_{2}$	0.1401	3.09
$γ_{3}$	-0.2178	-5.78
$γ_{4}$	0.1964	5.40
$γ_{5}$	-0.1670	-5.29
$γ_{6}$	0.1074	3.28
$γ_{7}$	-0.0218	-0.63
$γ_{8}$	-0.0137	-0.49

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

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Volatility Forecasts

Volatility Forecasts