V-Lab: Mitsui Mining & Smelting Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Mitsui Mining & Smelting Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:30.42% (-1.14%)

Analysis last updated: Friday, May 3, 2024 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3181	6.81
$α$	0.0708	7.27
$β$	0.8888	58.30
$γ_{1}$	-0.0214	-0.63
$γ_{2}$	0.0978	1.89
$γ_{3}$	-0.1522	-4.32
$γ_{4}$	0.1259	4.32
$γ_{5}$	-0.0832	-2.69
$γ_{6}$	0.0802	2.03
$γ_{7}$	-0.1194	-2.71
$γ_{8}$	0.1120	3.45

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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