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

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V-Lab

Chiyoda Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.16% (-2.05%)

Analysis last updated: Sunday, April 21, 2024 at 01:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0811	8.05
$α$	0.1249	8.48
$β$	0.7973	36.21
$γ_{1}$	0.0067	0.14
$γ_{2}$	0.1036	1.43
$γ_{3}$	-0.1762	-3.38
$γ_{4}$	-0.0285	-0.53
$γ_{5}$	0.2395	4.23
$γ_{6}$	-0.2584	-4.61
$γ_{7}$	0.1578	2.72
$γ_{8}$	0.0125	0.22
$γ_{9}$	-0.1513	-2.47
$γ_{10}$	0.1367	2.81

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

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