V-Lab: Meidensha Corp Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Meidensha Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:35.92% (-1.33%)

Analysis last updated: Sunday, April 28, 2024 at 12:54 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0759	5.93
$α$	0.1141	7.07
$β$	0.8139	35.44
$γ_{1}$	-0.0800	-1.42
$γ_{2}$	0.1986	2.54
$γ_{3}$	-0.1847	-3.77
$γ_{4}$	-0.0010	-0.02
$γ_{5}$	0.2036	3.68
$γ_{6}$	-0.2700	-4.87
$γ_{7}$	0.2178	4.16
$γ_{8}$	-0.1118	-2.21
$γ_{9}$	0.0333	0.63
$γ_{10}$	-0.0346	-0.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts