V-Lab: Mitsui Chemicals Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Mitsui Chemicals Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:29.44% (+2.16%)

Analysis last updated: Wednesday, May 1, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0614	9.64
$α$	0.0932	9.76
$β$	0.8831	85.12
$γ_{1}$	0.0001	0.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts