V-Lab
V-Lab

Mitsumi Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 24th, 2017:37.90% (+1.18%)

Analysis last updated: Monday, January 23, 2017 at 07:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mitsumi Electric Co Ltd S0GARCH
paramt-stat
ω1.50408.58
α0.06016.64
β0.894058.40
γ10.04241.55
γ2-0.0038-0.09
γ3-0.1234-4.14
γ40.17827.05
γ5-0.1445-6.58
γ60.06063.43
Estimation Period:
Jan 3, 1990 to Jan 20, 2017
Impact of return on volatility tomorrow
Volatility Forecasts