V-Lab: Furukawa Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Furukawa Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.64% (-1.48%)

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
$ω$	0.9597	6.02
$α$	0.0908	7.30
$β$	0.8550	40.76
$γ_{1}$	-0.0312	-0.57
$γ_{2}$	0.1088	1.33
$γ_{3}$	-0.0978	-1.55
$γ_{4}$	-0.0527	-0.74
$γ_{5}$	0.1318	1.97
$γ_{6}$	-0.0572	-0.90
$γ_{7}$	-0.0496	-0.69
$γ_{8}$	0.1154	1.73
$γ_{9}$	-0.1855	-2.32
$γ_{10}$	0.3167	2.48

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

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Volatility Forecasts

Volatility Forecasts