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

V-Lab

| |

V-Lab

Trend Micro Inc/Japan Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:39.36% (-1.05%)

Analysis last updated: Sunday, April 28, 2024 at 01:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0349	9.46
$α$	0.0917	6.58
$β$	0.8616	40.76
$γ_{1}$	0.0133	1.08
$γ_{2}$	-0.0027	-0.13
$γ_{3}$	-0.0261	-1.29
$γ_{4}$	0.0685	1.84

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts