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

V-Lab

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V-Lab

Shin Young Wacoal Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:11.65% (-0.32%)

Analysis last updated: Wednesday, May 1, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8076	4.54
$α$	0.2179	10.53
$β$	0.6853	26.47
$γ_{1}$	0.0295	0.41
$γ_{2}$	-0.0124	-0.12
$γ_{3}$	-0.1342	-2.00
$γ_{4}$	0.2144	3.20
$γ_{5}$	-0.1199	-1.62
$γ_{6}$	-0.0840	-1.17
$γ_{7}$	0.3179	5.09
$γ_{8}$	-0.3863	-5.34
$γ_{9}$	0.3220	2.70
$γ_{10}$	-0.4727	-2.33

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts