V-Lab: Yokogawa Electric Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Yokogawa Electric Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.38% (+0.22%)

Analysis last updated: Sunday, April 21, 2024 at 01:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1050	5.72
$α$	0.0947	7.42
$β$	0.7928	27.32
$γ_{1}$	-0.0138	-0.26
$γ_{2}$	0.0560	0.73
$γ_{3}$	-0.0585	-1.23
$γ_{4}$	-0.0486	-1.28
$γ_{5}$	0.1951	5.51
$γ_{6}$	-0.2603	-5.97
$γ_{7}$	0.2056	4.05
$γ_{8}$	-0.1067	-2.36
$γ_{9}$	0.0384	0.88
$γ_{10}$	-0.0023	-0.06

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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