V-Lab
V-Lab

ANA Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:10.71% (+0.07%)

Analysis last updated: Thursday, March 28, 2024 at 12:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ANA Holdings Inc SGARCH
paramt-stat
ω1.15076.05
α0.09356.65
β0.856043.29
γ1-0.0333-1.07
γ20.08981.92
γ3-0.1424-4.32
γ40.15645.12
γ5-0.0808-2.34
γ6-0.0391-0.97
γ70.14943.06
γ8-0.2943-3.51
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts