V-Lab
V-Lab

GS Yuasa Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:34.31% (+0.28%)

Analysis last updated: Thursday, March 28, 2024 at 01:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GS Yuasa Corp S0GARCH
paramt-stat
ω1.37675.36
α0.10578.40
β0.810734.42
γ1-0.0240-0.51
γ20.15172.12
γ3-0.2422-3.50
γ40.15361.96
γ5-0.0444-0.66
γ6-0.0100-0.19
γ70.02150.50
γ80.02680.59
γ9-0.0551-1.35
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts