V-Lab: JTEKT Corp MF2-GARCH Volatility Analysis

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V-Lab

JTEKT Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:59.78% (-0.92%)

Analysis last updated: Wednesday, May 1, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0341	14.62
$β$	0.8506	165.38
$γ$	0.0908	21.00
$λ_{1}$	0.1969	2.34
$λ_{2}$	0.1174	2.09
$λ_{3}$	0.8510	12.23

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts