V-Lab
V-Lab

Ricoh Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:30.07% (-0.46%)

Analysis last updated: Thursday, March 28, 2024 at 01:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ricoh Co Ltd S0GARCH
paramt-stat
ω1.17384.60
α0.08317.40
β0.860043.82
γ1-0.0295-0.69
γ20.10601.79
γ3-0.1739-5.26
γ40.18376.43
γ5-0.1398-5.16
γ60.07622.61
γ7-0.0293-0.97
γ80.00810.35
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts