V-Lab: Hanshin Machinery Co GJR-GARCH Volatility Analysis

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V-Lab

Hanshin Machinery Co GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:51.65% (-1.76%)

Analysis last updated: Saturday, April 27, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1591	17.72
$α$	0.0836	16.80
$β$	0.9177	344.62
$γ$	-0.0193	-2.70

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts