V-Lab
V-Lab

Tokyo Dome Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, April 23rd, 2021:1.78% (+0.04%)

Analysis last updated: Thursday, April 22, 2021 at 10:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tokyo Dome Corp S0GARCH
paramt-stat
ω0.99952.44
α0.158512.79
β0.814183.54
γ1-0.1852-1.28
γ20.26091.51
γ3-0.1116-1.32
γ40.01260.14
γ50.11691.24
γ6-0.1862-1.56
γ70.12841.06
γ8-0.0175-0.17
γ9-0.2630-3.08
γ100.46838.48
Estimation Period:
Jan 3, 1990 to Apr 16, 2021
Impact of return on volatility tomorrow
Volatility Forecasts