V-Lab: MINEBEA MITSUMI Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

MINEBEA MITSUMI Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:25.62% (+1.62%)

Analysis last updated: Saturday, April 20, 2024 at 01:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1485	5.22
$α$	0.1015	8.59
$β$	0.8389	41.86
$γ_{1}$	-0.0606	-1.95
$γ_{2}$	0.1508	3.50
$γ_{3}$	-0.1722	-6.49
$γ_{4}$	0.1438	5.35
$γ_{5}$	-0.0991	-2.92
$γ_{6}$	0.0551	1.40
$γ_{7}$	-0.0399	-1.17
$γ_{8}$	0.0381	1.68

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts