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 Monday, April 22nd, 2024:18.07% (-0.43%)

Analysis last updated: Sunday, April 21, 2024 at 12:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.5021	6.75
$α$	0.1250	10.31
$β$	0.8035	47.11
$γ_{1}$	0.0406	1.52
$γ_{2}$	0.0426	1.09
$γ_{3}$	-0.1981	-6.78
$γ_{4}$	0.1715	6.01
$γ_{5}$	-0.0725	-2.57
$γ_{6}$	0.0161	0.56
$γ_{7}$	0.0159	0.59
$γ_{8}$	-0.0248	-1.14

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

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