V-Lab: MEIJI Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

MEIJI Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:22.80% (-0.52%)

Analysis last updated: Saturday, May 4, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2094	7.45
$α$	0.1908	3.19
$β$	0.1511	1.58
$γ_{1}$	0.3938	1.28
$γ_{2}$	-0.4896	-0.85
$γ_{3}$	0.2495	0.48
$γ_{4}$	-0.1230	-0.32
$γ_{5}$	-0.6570	-1.95
$γ_{6}$	1.4532	4.52
$γ_{7}$	-1.4469	-4.99
$γ_{8}$	0.9429	2.95
$γ_{9}$	-0.2962	-1.11
$γ_{10}$	-0.1154	-0.59

Estimation Period:
Apr 1, 2009 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts