V-Lab: Toho Zinc Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Toho Zinc Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:40.70% (-1.75%)

Analysis last updated: Thursday, May 2, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9834	10.75
$α$	0.1045	9.30
$β$	0.8455	44.04
$γ_{1}$	-0.0001	-0.47

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts