V-Lab: Toho Co Ltd/Tokyo Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Toho Co Ltd/Tokyo Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.62% (-2.62%)

Analysis last updated: Sunday, April 21, 2024 at 12:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1099	6.73
$α$	0.1373	8.78
$β$	0.7748	32.34
$γ_{1}$	-0.0900	-1.63
$γ_{2}$	0.1459	1.76
$γ_{3}$	-0.0788	-1.43
$γ_{4}$	-0.0115	-0.26
$γ_{5}$	0.1304	3.11
$γ_{6}$	-0.2227	-4.73
$γ_{7}$	0.2462	4.67
$γ_{8}$	-0.1780	-3.42
$γ_{9}$	0.0644	1.37
$γ_{10}$	-0.0023	-0.07

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

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