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

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V-Lab

Marubeni Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.45% (-0.16%)

Analysis last updated: Sunday, April 21, 2024 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3028	4.72
$α$	0.1119	10.05
$β$	0.8382	58.42
$γ_{1}$	0.0018	0.05
$γ_{2}$	0.0803	1.63
$γ_{3}$	-0.1909	-6.27
$γ_{4}$	0.1828	6.55
$γ_{5}$	-0.1404	-4.94
$γ_{6}$	0.1185	3.93
$γ_{7}$	-0.0534	-1.88
$γ_{8}$	-0.0084	-0.43

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

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