V-Lab
V-Lab

Marubeni Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:30.38% (-1.16%)

Analysis last updated: Thursday, March 28, 2024 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Marubeni Corp S0GARCH
paramt-stat
ω1.31874.77
α0.111810.07
β0.838758.71
γ10.00260.07
γ20.08021.63
γ3-0.1924-6.29
γ40.18406.54
γ5-0.1410-4.89
γ60.11783.87
γ7-0.0511-1.78
γ8-0.0107-0.54
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts