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

V-Lab

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V-Lab

Terumo Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:31.84% (+2.96%)

Analysis last updated: Wednesday, May 1, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3042	7.47
$α$	0.1021	6.12
$β$	0.7715	22.70
$γ_{1}$	-0.0173	-0.63
$γ_{2}$	0.0892	2.08
$γ_{3}$	-0.1678	-4.52
$γ_{4}$	0.1684	5.49
$γ_{5}$	-0.1038	-4.18
$γ_{6}$	0.0382	1.36
$γ_{7}$	-0.0016	-0.06
$γ_{8}$	-0.0090	-0.48

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

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Volatility Forecasts