V-Lab
V-Lab

Toho Co Ltd/Tokyo Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:21.71% (+0.27%)

Analysis last updated: Thursday, March 28, 2024 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toho Co Ltd/Tokyo S0GARCH
paramt-stat
ω1.10356.62
α0.13678.75
β0.777632.91
γ1-0.0912-1.62
γ20.14611.73
γ3-0.0755-1.35
γ4-0.0177-0.40
γ50.13893.27
γ6-0.2314-4.84
γ70.25224.72
γ8-0.1790-3.41
γ90.05901.28
γ100.00550.19
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts