V-Lab
V-Lab

Alps Alpine Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:31.63% (+1.57%)

Analysis last updated: Friday, March 29, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alps Alpine Co Ltd S0GARCH
paramt-stat
ω0.88567.11
α0.06697.02
β0.889056.49
γ1-0.0413-1.50
γ20.11252.74
γ3-0.1640-4.61
γ40.17224.22
γ5-0.1227-3.40
γ60.04081.26
γ70.02260.61
γ8-0.0280-0.86
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts