V-Lab: Taiyo Yuden Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Taiyo Yuden Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:28.10% (-0.40%)

Analysis last updated: Thursday, April 18, 2024 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1546	7.24
$α$	0.0471	6.86
$β$	0.9287	79.99
$γ_{1}$	-0.0029	-0.09
$γ_{2}$	0.0851	1.77
$γ_{3}$	-0.1964	-5.48
$γ_{4}$	0.1987	5.88
$γ_{5}$	-0.1227	-3.44
$γ_{6}$	0.0493	1.19
$γ_{7}$	-0.0287	-0.68
$γ_{8}$	0.0326	1.15

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

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Volatility Forecasts