V-Lab: Taiheiyo Cement Corp MF2-GARCH Volatility Analysis

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V-Lab

Taiheiyo Cement Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.78% (-0.97%)

Analysis last updated: Sunday, April 21, 2024 at 01:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0596	21.79
$β$	0.8507	227.10
$γ$	0.0841	20.33
$λ_{1}$	0.0325	8.68
$λ_{2}$	0.0285	7.64
$λ_{3}$	0.9665	221.27

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts