V-Lab: Casio Computer Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Casio Computer Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.65% (-0.24%)

Analysis last updated: Sunday, April 21, 2024 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0480	6.23
$α$	0.0711	6.80
$β$	0.8846	55.30
$γ_{1}$	-0.0649	-1.15
$γ_{2}$	0.1485	1.66
$γ_{3}$	-0.0907	-1.24
$γ_{4}$	-0.0662	-1.09
$γ_{5}$	0.1958	4.11
$γ_{6}$	-0.2677	-4.14
$γ_{7}$	0.2456	2.89
$γ_{8}$	-0.1533	-2.02
$γ_{9}$	0.0739	1.13
$γ_{10}$	-0.0201	-0.44

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

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