V-Lab: Tokuyama Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Tokuyama Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:60.57% (-3.36%)

Analysis last updated: Thursday, May 2, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8162	5.32
$α$	0.1131	8.46
$β$	0.8203	44.42
$γ_{1}$	-0.0846	-1.91
$γ_{2}$	0.1837	2.81
$γ_{3}$	-0.2010	-4.28
$γ_{4}$	0.1813	4.19
$γ_{5}$	-0.1347	-3.31
$γ_{6}$	0.1030	2.32
$γ_{7}$	-0.0873	-1.57
$γ_{8}$	0.0143	0.26
$γ_{9}$	0.0640	0.89

Estimation Period:
Jan 4, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts