V-Lab: Oji Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Oji Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:20.14% (-0.78%)

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
$ω$	1.2384	5.66
$α$	0.0863	8.86
$β$	0.8758	63.86
$γ_{1}$	-0.0534	-1.15
$γ_{2}$	0.2012	3.08
$γ_{3}$	-0.2959	-6.49
$γ_{4}$	0.1956	3.90
$γ_{5}$	-0.0205	-0.41
$γ_{6}$	-0.0476	-1.00
$γ_{7}$	0.0333	0.75
$γ_{8}$	-0.0450	-1.14
$γ_{9}$	0.0546	1.97

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts