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

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V-Lab

Casio Computer Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:20.02% (+0.02%)

Analysis last updated: Thursday, April 18, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1088	7.06
$α$	0.0795	6.78
$β$	0.8570	44.03
$γ_{1}$	-0.0453	-0.90
$γ_{2}$	0.1230	1.55
$γ_{3}$	-0.0819	-1.29
$γ_{4}$	-0.0760	-1.42
$γ_{5}$	0.2134	5.00
$γ_{6}$	-0.2885	-5.12
$γ_{7}$	0.2700	3.66
$γ_{8}$	-0.1962	-2.85
$γ_{9}$	0.1681	2.21
$γ_{10}$	-0.2738	-1.94

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

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Volatility Forecasts

Volatility Forecasts