V-Lab: MEIJI Holdings Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

MEIJI Holdings Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:21.33% (-0.02%)

Analysis last updated: Thursday, May 2, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7236	11.37
$α$	0.1052	6.26
$β$	0.5695	20.43
$γ$	0.0766	2.62

Estimation Period:
Apr 1, 2009 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts