V-Lab: Trend Micro Inc/Japan MF2-GARCH Volatility Analysis

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V-Lab

Trend Micro Inc/Japan MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:43.16% (-1.11%)

Analysis last updated: Sunday, April 28, 2024 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0365	10.29
$β$	0.8047	119.20
$γ$	0.0965	16.85
$λ_{1}$	1.0918	0.40
$λ_{2}$	0.8215	0.42
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 18, 1998 to Apr 26, 2024

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Volatility Forecasts