V-Lab: Hengan International Group Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Hengan International Group Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:27.63% (-1.27%)

Analysis last updated: Tuesday, April 30, 2024 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.1206	23.63
$β$	0.5471	40.57
$γ$	0.0907	9.86
$λ_{1}$	0.0228	1.89
$λ_{2}$	0.0230	3.17
$λ_{3}$	0.9711	100.41

Estimation Period:
Dec 8, 1998 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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