V-Lab: MINEBEA MITSUMI Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

MINEBEA MITSUMI Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:28.20% (-0.11%)

Analysis last updated: Friday, May 3, 2024 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1548	5.22
$α$	0.1032	8.68
$β$	0.8360	41.48
$γ_{1}$	-0.0606	-1.96
$γ_{2}$	0.1506	3.53
$γ_{3}$	-0.1720	-6.53
$γ_{4}$	0.1438	5.40
$γ_{5}$	-0.0998	-2.99
$γ_{6}$	0.0561	1.44
$γ_{7}$	-0.0404	-1.20
$γ_{8}$	0.0380	1.72

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts