V-Lab
V-Lab

Oki Electric Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:30.93% (-1.62%)

Analysis last updated: Friday, March 29, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Oki Electric Industry Co Ltd S0GARCH
paramt-stat
ω0.76946.40
α0.11047.98
β0.806436.77
γ1-0.0639-1.80
γ20.13912.78
γ3-0.1718-6.19
γ40.17966.71
γ5-0.1295-4.38
γ60.03140.87
γ70.05181.22
γ8-0.0467-1.33
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
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