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

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V-Lab

Chiyoda Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:32.68% (-1.83%)

Analysis last updated: Sunday, April 28, 2024 at 12:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0798	8.06
$α$	0.1251	8.48
$β$	0.7963	36.04
$γ_{1}$	0.0072	0.15
$γ_{2}$	0.1027	1.42
$γ_{3}$	-0.1756	-3.38
$γ_{4}$	-0.0284	-0.53
$γ_{5}$	0.2390	4.24
$γ_{6}$	-0.2579	-4.61
$γ_{7}$	0.1575	2.73
$γ_{8}$	0.0128	0.23
$γ_{9}$	-0.1518	-2.49
$γ_{10}$	0.1370	2.83

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

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