V-Lab: Dowa Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Dowa Holdings Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.52% (-1.00%)

Analysis last updated: Tuesday, April 30, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3687	5.96
$α$	0.0870	7.67
$β$	0.8612	52.38
$γ_{1}$	-0.1078	-2.16
$γ_{2}$	0.2909	3.67
$γ_{3}$	-0.2675	-4.10
$γ_{4}$	0.0381	0.67
$γ_{5}$	0.1666	3.50
$γ_{6}$	-0.2766	-5.61
$γ_{7}$	0.2868	4.53
$γ_{8}$	-0.2203	-3.27
$γ_{9}$	0.1557	2.53
$γ_{10}$	-0.0910	-1.94

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts