V-Lab: Meidensha Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Meidensha Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:37.20% (-1.30%)

Analysis last updated: Sunday, April 28, 2024 at 12:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1560	6.23
$α$	0.1128	7.05
$β$	0.8170	36.07
$γ_{1}$	-0.0512	-0.91
$γ_{2}$	0.1581	2.01
$γ_{3}$	-0.1701	-3.45
$γ_{4}$	0.0002	0.00
$γ_{5}$	0.1913	3.43
$γ_{6}$	-0.2520	-4.52
$γ_{7}$	0.1986	3.78
$γ_{8}$	-0.0922	-1.84
$γ_{9}$	0.0070	0.16
$γ_{10}$	0.0218	0.70

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts