V-Lab: Tosoh Corp MF2-GARCH Volatility Analysis

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V-Lab

Tosoh Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:19.79% (-0.32%)

Analysis last updated: Friday, May 3, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0492	13.17
$β$	0.8384	162.79
$γ$	0.0768	15.19
$λ_{1}$	0.0213	2.57
$λ_{2}$	0.0330	4.73
$λ_{3}$	0.9635	114.89

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts