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

V-Lab

| |

V-Lab

MEIJI Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:14.11% (-0.81%)

Analysis last updated: Saturday, May 4, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2247	7.52
$α$	0.1918	3.31
$β$	0.1638	1.75
$γ_{1}$	0.4253	1.38
$γ_{2}$	-0.5397	-0.93
$γ_{3}$	0.2816	0.54
$γ_{4}$	-0.1436	-0.38
$γ_{5}$	-0.6445	-1.91
$γ_{6}$	1.4340	4.43
$γ_{7}$	-1.3921	-4.67
$γ_{8}$	0.7954	2.29
$γ_{9}$	0.0635	0.14
$γ_{10}$	-1.1386	-1.06

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts