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

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V-Lab

Tosoh Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:17.52% (-0.32%)

Analysis last updated: Sunday, May 5, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9063	3.79
$α$	0.0773	6.89
$β$	0.8560	41.33
$γ_{1}$	-0.0625	-0.77
$γ_{2}$	0.2053	1.71
$γ_{3}$	-0.2098	-2.82
$γ_{4}$	0.0178	0.31
$γ_{5}$	0.1558	3.20
$γ_{6}$	-0.1965	-3.94
$γ_{7}$	0.1424	2.75
$γ_{8}$	-0.0884	-1.77
$γ_{9}$	0.0295	0.66
$γ_{10}$	0.0320	1.05

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

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Volatility Forecasts

Volatility Forecasts