V-Lab: Suzuki Motor Corp GJR-GARCH Volatility Analysis

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V-Lab

Suzuki Motor Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:30.88% (+2.72%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1186	19.76
$α$	0.0459	13.92
$β$	0.8979	348.56
$γ$	0.0709	10.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts