V-Lab: Meidensha Corp MF2-GARCH Volatility Analysis

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V-Lab

Meidensha Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:36.98% (-0.19%)

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
$m$	61
$α$	0.0756	19.28
$β$	0.7735	102.94
$γ$	0.1025	16.76
$λ_{1}$	0.1200	3.78
$λ_{2}$	0.0806	3.96
$λ_{3}$	0.9038	36.61

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts