V-Lab: Mitsui E&S Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mitsui E&S Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:63.80% (-1.55%)

Analysis last updated: Sunday, April 21, 2024 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0174	7.06
$α$	0.0987	7.69
$β$	0.8498	48.44
$γ_{1}$	-0.0029	-0.05
$γ_{2}$	0.1107	1.29
$γ_{3}$	-0.1909	-2.47
$γ_{4}$	0.0546	0.65
$γ_{5}$	0.0689	1.00
$γ_{6}$	-0.0577	-0.97
$γ_{7}$	0.0036	0.05
$γ_{8}$	0.1076	1.20
$γ_{9}$	-0.1899	-1.61
$γ_{10}$	0.1228	1.32

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

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