V-Lab: Casio Computer Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Casio Computer Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:24.31% (-0.63%)

Analysis last updated: Sunday, April 28, 2024 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0302	6.08
$α$	0.0710	6.86
$β$	0.8864	56.64
$γ_{1}$	-0.0729	-1.27
$γ_{2}$	0.1600	1.74
$γ_{3}$	-0.0950	-1.26
$γ_{4}$	-0.0638	-1.01
$γ_{5}$	0.1916	3.96
$γ_{6}$	-0.2640	-4.07
$γ_{7}$	0.2447	2.84
$γ_{8}$	-0.1522	-1.97
$γ_{9}$	0.0706	1.05
$γ_{10}$	-0.0172	-0.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts