V-Lab
Yokohama Rubber Co Ltd/The Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:25.33% (-1.60%)
Analysis last updated: Tuesday, April 30, 2024 at 10:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2467 | 3.62 | |
| 0.1138 | 9.73 | |
| 0.8250 | 47.29 | |
| -0.0650 | -0.83 | |
| 0.2227 | 2.10 | |
| -0.2873 | -5.02 | |
| 0.1302 | 2.52 | |
| 0.0946 | 2.06 | |
| -0.1994 | -4.12 | |
| 0.1744 | 3.09 | |
| -0.1253 | -2.28 | |
| 0.1197 | 2.33 | |
| -0.1671 | -2.21 |
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Jan 3, 1990 to Apr 26, 2024
News Impact Curve
Volatility Forecasts
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