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

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V-Lab

Meidensha Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:43.68% (-3.75%)

Analysis last updated: Sunday, April 21, 2024 at 01:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1516	6.21
$α$	0.1128	7.05
$β$	0.8170	36.04
$γ_{1}$	-0.0512	-0.91
$γ_{2}$	0.1571	2.00
$γ_{3}$	-0.1674	-3.39
$γ_{4}$	-0.0032	-0.06
$γ_{5}$	0.1946	3.50
$γ_{6}$	-0.2545	-4.57
$γ_{7}$	0.2003	3.81
$γ_{8}$	-0.0932	-1.86
$γ_{9}$	0.0077	0.17
$γ_{10}$	0.0213	0.68

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

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