V-Lab: Tosoh Corp Spline-GARCH Volatility Analysis

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V-Lab

Tosoh Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:16.28% (-0.38%)

Analysis last updated: Friday, May 3, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8111	3.63
$α$	0.0762	6.77
$β$	0.8581	41.53
$γ_{1}$	-0.0893	-1.12
$γ_{2}$	0.2494	2.12
$γ_{3}$	-0.2387	-3.30
$γ_{4}$	0.0336	0.60
$γ_{5}$	0.1544	3.18
$γ_{6}$	-0.2063	-4.13
$γ_{7}$	0.1580	3.03
$γ_{8}$	-0.1074	-2.10
$γ_{9}$	0.0577	1.12
$γ_{10}$	-0.0317	-0.43

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

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Volatility Forecasts

Volatility Forecasts