V-Lab: GS Yuasa Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

GS Yuasa Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.47% (-1.00%)

Analysis last updated: Tuesday, April 30, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3935	5.45
$α$	0.1053	8.38
$β$	0.8113	34.44
$γ_{1}$	-0.0198	-0.43
$γ_{2}$	0.1451	2.06
$γ_{3}$	-0.2391	-3.51
$γ_{4}$	0.1541	1.98
$γ_{5}$	-0.0471	-0.70
$γ_{6}$	-0.0079	-0.15
$γ_{7}$	0.0221	0.53
$γ_{8}$	0.0235	0.52
$γ_{9}$	-0.0520	-1.28

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

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Volatility Forecasts