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

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V-Lab

Tokai Carbon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.26% (-0.56%)

Analysis last updated: Sunday, April 28, 2024 at 01:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2083	7.70
$α$	0.0868	8.25
$β$	0.8776	68.54
$γ_{1}$	-0.0014	-0.04
$γ_{2}$	0.0364	0.71
$γ_{3}$	-0.1060	-3.06
$γ_{4}$	0.1596	4.79
$γ_{5}$	-0.1683	-4.62
$γ_{6}$	0.1586	4.07
$γ_{7}$	-0.1534	-3.48
$γ_{8}$	0.1076	2.94

Estimation Period:
Jan 4, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts