V-Lab: Osaka Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Osaka Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:30.66% (-1.04%)

Analysis last updated: Thursday, April 18, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5366	5.09
$α$	0.1205	7.26
$β$	0.7889	27.81
$γ_{1}$	-0.0647	-1.29
$γ_{2}$	0.2021	2.91
$γ_{3}$	-0.3265	-8.23
$γ_{4}$	0.3513	9.93
$γ_{5}$	-0.2438	-5.99
$γ_{6}$	0.1239	2.74
$γ_{7}$	-0.0637	-1.53
$γ_{8}$	0.0369	1.05
$γ_{9}$	-0.0250	-0.89

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts