V-Lab: Lock&Lock Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Lock&Lock Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:74.10% (-1.25%)

Analysis last updated: Saturday, April 27, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3151	6.19
$α$	0.0859	3.87
$β$	0.7308	9.73
$γ_{1}$	0.5347	1.72
$γ_{2}$	-0.8211	-1.65
$γ_{3}$	0.4923	1.07
$γ_{4}$	-0.4856	-1.11
$γ_{5}$	0.6317	1.56
$γ_{6}$	-0.6521	-1.00
$γ_{7}$	0.4259	0.57
$γ_{8}$	-0.1695	-0.33
$γ_{9}$	-0.1883	-0.47
$γ_{10}$	1.8055	3.97

Estimation Period:
Jan 28, 2010 to Apr 26, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts