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

V-Lab

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V-Lab

Hengan International Group Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:24.00% (-1.73%)

Analysis last updated: Wednesday, May 1, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8346	9.67
$α$	0.1593	7.19
$β$	0.5706	10.72
$γ_{1}$	0.0515	2.34
$γ_{2}$	-0.0274	-0.86
$γ_{3}$	-0.0890	-4.14
$γ_{4}$	0.1330	6.28
$γ_{5}$	-0.1081	-4.99
$γ_{6}$	0.0694	2.16

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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