V-Lab
V-Lab

Casio Computer Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:24.59% (-0.61%)

Analysis last updated: Thursday, March 28, 2024 at 01:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Casio Computer Co Ltd S0GARCH
paramt-stat
ω1.06386.33
α0.07186.81
β0.883254.76
γ1-0.0620-1.10
γ20.14411.61
γ3-0.0866-1.18
γ4-0.0724-1.19
γ50.20294.23
γ6-0.2742-4.13
γ70.25062.92
γ8-0.1580-2.08
γ90.07811.20
γ10-0.0225-0.49
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts