V-Lab: Yamato Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Yamato Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.53% (+3.08%)

Analysis last updated: Sunday, April 21, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2605	7.39
$α$	0.0828	7.75
$β$	0.8581	50.26
$γ_{1}$	0.0083	0.32
$γ_{2}$	0.0637	1.65
$γ_{3}$	-0.1508	-5.49
$γ_{4}$	0.1180	4.38
$γ_{5}$	-0.0626	-2.12
$γ_{6}$	0.0607	1.88
$γ_{7}$	-0.0745	-2.55
$γ_{8}$	0.0505	2.32

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts