V-Lab: Yamato Holdings Co Ltd EGARCH Volatility Analysis

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V-Lab

Yamato Holdings Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:21.03% (+0.54%)

Analysis last updated: Thursday, April 18, 2024 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0409	21.18
$α$	0.1588	33.85
$β$	0.9709	773.61
$γ$	-0.0253	-6.23

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts