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 Monday, April 22nd, 2024:30.01% (+4.22%)

Analysis last updated: Sunday, April 21, 2024 at 01:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1190	5.12
$α$	0.1002	8.53
$β$	0.8413	42.07
$γ_{1}$	-0.0666	-2.12
$γ_{2}$	0.1596	3.68
$γ_{3}$	-0.1781	-6.72
$γ_{4}$	0.1500	5.58
$γ_{5}$	-0.1051	-3.10
$γ_{6}$	0.0597	1.52
$γ_{7}$	-0.0428	-1.25
$γ_{8}$	0.0392	1.75

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts