V-Lab: Yokogawa Electric Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Yokogawa Electric Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:26.36% (-1.11%)

Analysis last updated: Sunday, April 28, 2024 at 12:46 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1021	5.80
$α$	0.0965	7.53
$β$	0.7870	26.69
$γ_{1}$	-0.0208	-0.40
$γ_{2}$	0.0664	0.88
$γ_{3}$	-0.0593	-1.24
$γ_{4}$	-0.0592	-1.56
$γ_{5}$	0.2132	6.05
$γ_{6}$	-0.2805	-6.49
$γ_{7}$	0.2259	4.48
$γ_{8}$	-0.1298	-2.80
$γ_{9}$	0.0750	1.41
$γ_{10}$	-0.0904	-1.09

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

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Volatility Forecasts

Volatility Forecasts