V-Lab: Alps Alpine Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Alps Alpine Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:33.07% (+0.75%)

Analysis last updated: Sunday, April 28, 2024 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9123	7.36
$α$	0.0672	7.00
$β$	0.8881	55.62
$γ_{1}$	-0.0357	-1.33
$γ_{2}$	0.1048	2.60
$γ_{3}$	-0.1607	-4.56
$γ_{4}$	0.1710	4.19
$γ_{5}$	-0.1238	-3.42
$γ_{6}$	0.0437	1.36
$γ_{7}$	0.0188	0.52
$γ_{8}$	-0.0248	-0.78

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts