V-Lab: Yokohama Rubber Co Ltd/The MF2-GARCH Volatility Analysis

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V-Lab

Yokohama Rubber Co Ltd/The MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:26.97% (-1.85%)

Analysis last updated: Tuesday, April 30, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0594	14.79
$β$	0.7074	64.84
$γ$	0.1525	23.34
$λ_{1}$	0.0487	4.47
$λ_{2}$	0.0414	5.62
$λ_{3}$	0.9488	107.15

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts