V-Lab: Hengan International Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hengan International Group Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.57% (-1.82%)

Analysis last updated: Wednesday, May 1, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8274	9.61
$α$	0.1588	7.21
$β$	0.5748	10.93
$γ_{1}$	0.0507	2.30
$γ_{2}$	-0.0269	-0.84
$γ_{3}$	-0.0873	-4.07
$γ_{4}$	0.1285	6.22
$γ_{5}$	-0.0982	-5.17
$γ_{6}$	0.0441	3.34

Estimation Period:
Dec 8, 1998 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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