V-Lab
V-Lab

Yokogawa Electric Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:27.37% (-0.98%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Yokogawa Electric Corp S0GARCH
paramt-stat
ω1.12315.85
α0.10017.67
β0.783826.62
γ1-0.0125-0.24
γ20.05310.70
γ3-0.0527-1.10
γ4-0.0578-1.50
γ50.20355.69
γ6-0.2649-5.99
γ70.20684.07
γ8-0.1069-2.37
γ90.04010.91
γ10-0.0049-0.13
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts