V-Lab: Daikin Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daikin Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.77% (+0.34%)

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
$ω$	1.1477	6.84
$α$	0.0888	7.36
$β$	0.8574	42.91
$γ_{1}$	0.0061	0.19
$γ_{2}$	0.0420	0.90
$γ_{3}$	-0.1302	-4.21
$γ_{4}$	0.1506	4.98
$γ_{5}$	-0.1032	-3.39
$γ_{6}$	0.0309	1.08
$γ_{7}$	0.0330	1.16
$γ_{8}$	-0.0445	-1.86

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

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Volatility Forecasts