V-Lab: Kubota Corp Spline-GARCH Volatility Analysis

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V-Lab

Kubota Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.33% (-1.17%)

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
$ω$	1.2695	6.19
$α$	0.0867	9.84
$β$	0.8683	65.87
$γ_{1}$	-0.0808	-1.34
$γ_{2}$	0.2651	2.93
$γ_{3}$	-0.3181	-4.93
$γ_{4}$	0.1316	2.31
$γ_{5}$	0.0886	1.84
$γ_{6}$	-0.1979	-3.97
$γ_{7}$	0.1992	3.49
$γ_{8}$	-0.1502	-2.61
$γ_{9}$	0.1404	1.89
$γ_{10}$	-0.2438	-1.82

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

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