V-Lab
V-Lab

Toyo Seikan Group Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:25.47% (-0.40%)

Analysis last updated: Sunday, April 28, 2024 at 01:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Toyo Seikan Group Holdings Ltd S0GARCH
paramt-stat
ω1.19907.80
α0.09875.18
β0.838330.98
γ10.06304.37
γ2-0.1158-5.15
γ30.08434.44
γ4-0.0376-2.03
γ50.00350.22
γ60.00460.41
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts