V-Lab: Isuzu Motors Ltd MF2-GARCH Volatility Analysis

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V-Lab

Isuzu Motors Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:26.12% (-1.31%)

Analysis last updated: Sunday, April 28, 2024 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0615	18.56
$β$	0.7872	114.34
$γ$	0.1259	19.26
$λ_{1}$	0.0719	3.36
$λ_{2}$	0.0577	3.56
$λ_{3}$	0.9336	48.79

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts