V-Lab: Denso Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Denso Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:25.47% (-0.78%)

Analysis last updated: Saturday, April 20, 2024 at 01:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8614	5.31
$α$	0.0805	9.21
$β$	0.8799	68.65
$γ_{1}$	-0.1891	-2.68
$γ_{2}$	0.3940	3.96
$γ_{3}$	-0.3516	-6.08
$γ_{4}$	0.1543	2.54
$γ_{5}$	0.0784	1.29
$γ_{6}$	-0.1718	-2.89
$γ_{7}$	0.1167	1.86
$γ_{8}$	-0.0355	-0.60
$γ_{9}$	0.0227	0.45
$γ_{10}$	-0.0315	-0.96

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

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Volatility Forecasts

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