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

V-Lab

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V-Lab

Secom Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:18.45% (-0.65%)

Analysis last updated: Saturday, April 20, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5009	6.75
$α$	0.1248	10.31
$β$	0.8039	47.23
$γ_{1}$	0.0402	1.50
$γ_{2}$	0.0435	1.11
$γ_{3}$	-0.1989	-6.78
$γ_{4}$	0.1718	5.99
$γ_{5}$	-0.0724	-2.56
$γ_{6}$	0.0160	0.56
$γ_{7}$	0.0162	0.61
$γ_{8}$	-0.0252	-1.15

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

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Volatility Forecasts