V-Lab: Panasonic Holdings Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Panasonic Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:29.17% (-0.75%)

Analysis last updated: Sunday, April 28, 2024 at 12:51 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9154	5.43
$α$	0.0595	5.85
$β$	0.9101	54.38
$γ_{1}$	-0.0726	-1.93
$γ_{2}$	0.1668	3.12
$γ_{3}$	-0.1930	-5.34
$γ_{4}$	0.1692	4.57
$γ_{5}$	-0.0895	-2.34
$γ_{6}$	-0.0105	-0.22
$γ_{7}$	0.0779	1.47
$γ_{8}$	-0.1146	-1.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts