V-Lab
V-Lab

Casio Computer Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:20.41% (+1.97%)

Analysis last updated: Friday, March 29, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Casio Computer Co Ltd SGARCH
paramt-stat
ω1.02466.83
α0.08216.75
β0.849941.73
γ1-0.0696-1.40
γ20.15441.98
γ3-0.0904-1.45
γ4-0.0766-1.46
γ50.21895.17
γ6-0.2944-5.18
γ70.27443.74
γ8-0.2010-2.97
γ90.17612.36
γ10-0.2871-2.11
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts