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

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V-Lab

Casio Computer Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.84% (-0.29%)

Analysis last updated: Sunday, April 21, 2024 at 01:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0199	6.70
$α$	0.0798	6.80
$β$	0.8572	44.36
$γ_{1}$	-0.0736	-1.46
$γ_{2}$	0.1614	2.03
$γ_{3}$	-0.0966	-1.51
$γ_{4}$	-0.0695	-1.29
$γ_{5}$	0.2105	4.90
$γ_{6}$	-0.2874	-5.07
$γ_{7}$	0.2698	3.63
$γ_{8}$	-0.1958	-2.82
$γ_{9}$	0.1671	2.19
$γ_{10}$	-0.2705	-1.93

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts