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

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V-Lab

GS Yuasa Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:38.54% (-0.95%)

Analysis last updated: Sunday, April 28, 2024 at 12:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2734	4.56
$α$	0.1055	8.28
$β$	0.8134	38.08
$γ_{1}$	-0.0988	-1.44
$γ_{2}$	0.2805	2.57
$γ_{3}$	-0.2913	-2.96
$γ_{4}$	0.0974	1.07
$γ_{5}$	0.0626	0.72
$γ_{6}$	-0.1007	-1.14
$γ_{7}$	0.0570	0.78
$γ_{8}$	0.0198	0.33
$γ_{9}$	-0.0413	-0.64
$γ_{10}$	0.0967	0.62

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

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