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

V-Lab

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V-Lab

MINEBEA MITSUMI Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:28.47% (-1.32%)

Analysis last updated: Thursday, May 2, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1374	5.19
$α$	0.1014	8.60
$β$	0.8401	42.35
$γ_{1}$	-0.0678	-2.18
$γ_{2}$	0.1629	3.78
$γ_{3}$	-0.1810	-6.79
$γ_{4}$	0.1507	5.58
$γ_{5}$	-0.1047	-3.07
$γ_{6}$	0.0591	1.45
$γ_{7}$	-0.0422	-1.04
$γ_{8}$	0.0397	0.75

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts