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

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V-Lab

Tokai Carbon Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:22.29% (-0.57%)

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
$ω$	1.1754	7.62
$α$	0.0870	8.25
$β$	0.8770	68.25
$γ_{1}$	-0.0153	-0.47
$γ_{2}$	0.0590	1.17
$γ_{3}$	-0.1205	-3.51
$γ_{4}$	0.1691	5.10
$γ_{5}$	-0.1750	-4.71
$γ_{6}$	0.1636	3.78
$γ_{7}$	-0.1570	-2.72
$γ_{8}$	0.1102	1.39

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts