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

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V-Lab

Daikin Industries Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.96% (+0.35%)

Analysis last updated: Sunday, April 21, 2024 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1495	6.90
$α$	0.0889	7.37
$β$	0.8566	42.64
$γ_{1}$	0.0042	0.14
$γ_{2}$	0.0465	1.00
$γ_{3}$	-0.1361	-4.42
$γ_{4}$	0.1568	5.19
$γ_{5}$	-0.1081	-3.55
$γ_{6}$	0.0325	1.13
$γ_{7}$	0.0375	1.26
$γ_{8}$	-0.0608	-1.27

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts