V-Lab: Shionogi & Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Shionogi & Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:27.57% (-2.54%)

Analysis last updated: Sunday, April 28, 2024 at 01:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1498	24.62
$β$	0.3779	26.15
$γ$	0.1333	13.38
$λ_{1}$	0.0706	2.11
$λ_{2}$	0.0609	3.86
$λ_{3}$	0.9242	43.97

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

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Volatility Forecasts

Volatility Forecasts