V-Lab: Yaskawa Electric Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Yaskawa Electric Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.46% (-0.38%)

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
$ω$	1.2665	7.84
$α$	0.0668	8.78
$β$	0.9083	86.44
$γ_{1}$	0.0296	4.12
$γ_{2}$	-0.0485	-4.16
$γ_{3}$	0.0281	3.31
$γ_{4}$	-0.0108	-2.12

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

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