V-Lab: Alps Alpine Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Alps Alpine Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:28.41% (-0.28%)

Analysis last updated: Saturday, April 20, 2024 at 01:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8932	7.21
$α$	0.0673	7.00
$β$	0.8878	55.38
$γ_{1}$	-0.0393	-1.44
$γ_{2}$	0.1096	2.70
$γ_{3}$	-0.1627	-4.62
$γ_{4}$	0.1721	4.23
$γ_{5}$	-0.1239	-3.44
$γ_{6}$	0.0430	1.34
$γ_{7}$	0.0197	0.54
$γ_{8}$	-0.0254	-0.79

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts