V-Lab: Yamaha Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Yamaha Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.48% (+0.47%)

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
$ω$	0.8859	7.85
$α$	0.1230	7.11
$β$	0.7372	21.83
$γ_{1}$	-0.0727	-2.62
$γ_{2}$	0.1352	3.41
$γ_{3}$	-0.1486	-6.39
$γ_{4}$	0.1614	8.15
$γ_{5}$	-0.1032	-4.68
$γ_{6}$	0.0347	1.27
$γ_{7}$	-0.0192	-0.59
$γ_{8}$	0.0211	0.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts