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

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V-Lab

Dowa Holdings Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:27.54% (-1.10%)

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
$ω$	1.3271	5.93
$α$	0.0863	7.53
$β$	0.8605	50.85
$γ_{1}$	-0.1322	-2.70
$γ_{2}$	0.3335	4.31
$γ_{3}$	-0.2979	-4.72
$γ_{4}$	0.0538	0.98
$γ_{5}$	0.1676	3.59
$γ_{6}$	-0.2906	-6.00
$γ_{7}$	0.3089	4.93
$γ_{8}$	-0.2507	-3.60
$γ_{9}$	0.2083	2.55
$γ_{10}$	-0.2160	-1.43

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

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