V-Lab: Oji Holdings Corp MF2-GARCH Volatility Analysis

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V-Lab

Oji Holdings Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:20.32% (-0.71%)

Analysis last updated: Tuesday, April 30, 2024 at 10:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.0862	24.08
$β$	0.6985	60.44
$γ$	0.0831	12.11
$λ_{1}$	0.0221	3.38
$λ_{2}$	0.0490	5.05
$λ_{3}$	0.9450	87.65

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts