V-Lab
V-Lab

Alps Alpine Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:28.95% (-0.38%)

Analysis last updated: Thursday, March 28, 2024 at 01:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Alps Alpine Co Ltd SGARCH
paramt-stat
ω0.87857.20
α0.06747.00
β0.887056.96
γ1-0.0486-1.79
γ20.12583.10
γ3-0.1748-4.96
γ40.18054.44
γ5-0.1281-3.54
γ60.04201.25
γ70.02840.59
γ8-0.0470-0.39
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts