V-Lab: Ajinomoto Co Inc Spline-GARCH Volatility Analysis

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V-Lab

Ajinomoto Co Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:23.86% (+0.74%)

Analysis last updated: Sunday, April 28, 2024 at 01:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6202	4.36
$α$	0.1692	6.08
$β$	0.5403	10.30
$γ_{1}$	-0.0124	-0.25
$γ_{2}$	0.1072	1.58
$γ_{3}$	-0.2019	-4.72
$γ_{4}$	0.1289	3.17
$γ_{5}$	0.0779	1.63
$γ_{6}$	-0.2398	-5.31
$γ_{7}$	0.2638	6.55
$γ_{8}$	-0.2080	-4.84
$γ_{9}$	0.1416	2.71
$γ_{10}$	-0.1240	-1.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts