V-Lab
V-Lab

Taiyo Yuden Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:29.58% (-0.23%)

Analysis last updated: Friday, March 29, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taiyo Yuden Co Ltd S0GARCH
paramt-stat
ω1.16667.31
α0.04696.84
β0.928879.91
γ1-0.0004-0.01
γ20.08221.70
γ3-0.1961-5.45
γ40.19845.85
γ5-0.1215-3.39
γ60.04751.15
γ7-0.0264-0.63
γ80.03041.08
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts