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

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V-Lab

Ricoh Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.92% (-0.87%)

Analysis last updated: Sunday, April 21, 2024 at 12:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1767	4.62
$α$	0.0829	7.41
$β$	0.8603	44.03
$γ_{1}$	-0.0285	-0.67
$γ_{2}$	0.1040	1.77
$γ_{3}$	-0.1723	-5.24
$γ_{4}$	0.1829	6.43
$γ_{5}$	-0.1402	-5.19
$γ_{6}$	0.0776	2.66
$γ_{7}$	-0.0314	-1.05
$γ_{8}$	0.0100	0.44

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

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Volatility Forecasts