V-Lab: Kubota Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Kubota Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:31.34% (-1.01%)

Analysis last updated: Thursday, May 2, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2457	6.08
$α$	0.0847	9.98
$β$	0.8771	74.06
$γ_{1}$	-0.0404	-0.82
$γ_{2}$	0.1837	2.52
$γ_{3}$	-0.3021	-6.16
$γ_{4}$	0.2617	5.24
$γ_{5}$	-0.1575	-3.17
$γ_{6}$	0.0748	1.78
$γ_{7}$	-0.0273	-0.64
$γ_{8}$	0.0164	0.36
$γ_{9}$	-0.0123	-0.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts