V-Lab: Shin Young Wacoal Inc MF2-GARCH Volatility Analysis

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V-Lab

Shin Young Wacoal Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.96% (-0.72%)

Analysis last updated: Wednesday, May 1, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.2754	47.32
$β$	0.6942	118.29
$γ$	-0.1370	-15.74
$λ_{1}$	0.5367	9.55
$λ_{2}$	0.9404	66.33
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts