V-Lab: Hino Motors Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Hino Motors Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:38.97% (+5.34%)

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
$ω$	0.9340	4.81
$α$	0.1133	8.17
$β$	0.7985	31.78
$γ_{1}$	-0.0642	-0.98
$γ_{2}$	0.1631	1.77
$γ_{3}$	-0.1806	-2.91
$γ_{4}$	0.0221	0.39
$γ_{5}$	0.2199	4.88
$γ_{6}$	-0.2905	-6.85
$γ_{7}$	0.1895	4.32
$γ_{8}$	-0.0965	-1.96
$γ_{9}$	0.1003	1.79
$γ_{10}$	-0.1009	-2.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts