V-Lab: Shiseido Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shiseido Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:28.12% (-0.81%)

Analysis last updated: Wednesday, May 1, 2024 at 11:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1953	6.30
$α$	0.0794	7.37
$β$	0.8612	48.58
$γ_{1}$	0.0376	1.28
$γ_{2}$	0.0035	0.09
$γ_{3}$	-0.1123	-3.77
$γ_{4}$	0.1178	3.31
$γ_{5}$	-0.0677	-1.88
$γ_{6}$	0.0585	1.64
$γ_{7}$	-0.0798	-2.05
$γ_{8}$	0.0561	1.76

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

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