V-Lab: Hokuetsu Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hokuetsu Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:45.70% (-4.41%)

Analysis last updated: Sunday, April 28, 2024 at 01:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.7421	7.89
$α$	0.1380	6.66
$β$	0.7705	24.71
$γ_{1}$	-0.0100	-0.37
$γ_{2}$	0.1066	2.53
$γ_{3}$	-0.2152	-7.06
$γ_{4}$	0.2140	7.75
$γ_{5}$	-0.1343	-4.76
$γ_{6}$	0.0394	1.40
$γ_{7}$	0.0114	0.37
$γ_{8}$	-0.0197	-0.77

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts