V-Lab: Seven & i Holdings Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Seven & i Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.29% (-0.88%)

Analysis last updated: Sunday, April 28, 2024 at 01:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3459	4.85
$α$	0.0983	8.71
$β$	0.8629	63.67
$γ_{1}$	0.0343	0.90
$γ_{2}$	0.0539	0.97
$γ_{3}$	-0.2213	-5.02
$γ_{4}$	0.2170	4.85
$γ_{5}$	-0.1207	-2.97
$γ_{6}$	0.0472	1.24
$γ_{7}$	0.0186	0.53
$γ_{8}$	-0.0878	-1.21

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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MEM
Asy. MEM
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GAS-GARCH Student T
MF2-GARCH