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

V-Lab

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V-Lab

Alps Alpine Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:31.44% (+0.79%)

Analysis last updated: Sunday, April 28, 2024 at 12:47 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8758	7.23
$α$	0.0678	6.97
$β$	0.8853	55.26
$γ_{1}$	-0.0481	-1.79
$γ_{2}$	0.1244	3.11
$γ_{3}$	-0.1732	-4.98
$γ_{4}$	0.1798	4.45
$γ_{5}$	-0.1285	-3.57
$γ_{6}$	0.0426	1.31
$γ_{7}$	0.0299	0.67
$γ_{8}$	-0.0570	-0.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts