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

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V-Lab

Oji Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:18.87% (-0.82%)

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
$ω$	1.2349	5.72
$α$	0.0870	8.85
$β$	0.8740	63.04
$γ_{1}$	-0.0590	-1.29
$γ_{2}$	0.2139	3.34
$γ_{3}$	-0.3119	-7.00
$γ_{4}$	0.2124	4.31
$γ_{5}$	-0.0332	-0.67
$γ_{6}$	-0.0401	-0.85
$γ_{7}$	0.0263	0.60
$γ_{8}$	-0.0283	-0.66
$γ_{9}$	0.0013	0.02

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts