V-Lab: Daikin Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Daikin Industries Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:32.19% (+4.28%)

Analysis last updated: Sunday, April 28, 2024 at 12:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1619	6.91
$α$	0.0890	7.37
$β$	0.8572	42.92
$γ_{1}$	0.0091	0.29
$γ_{2}$	0.0374	0.81
$γ_{3}$	-0.1274	-4.13
$γ_{4}$	0.1489	4.93
$γ_{5}$	-0.1024	-3.37
$γ_{6}$	0.0305	1.07
$γ_{7}$	0.0338	1.19
$γ_{8}$	-0.0455	-1.93

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

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Volatility Forecasts