V-Lab: Takara Holdings Inc MF2-GARCH Volatility Analysis

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V-Lab

Takara Holdings Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:21.10% (-0.59%)

Analysis last updated: Tuesday, April 30, 2024 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0814	15.48
$β$	0.7485	80.24
$γ$	0.0796	9.78
$λ_{1}$	1.0434	0.63
$λ_{2}$	0.7853	0.65
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

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