V-Lab: Isuzu Motors Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Isuzu Motors Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.84% (-0.92%)

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
$ω$	1.6267	7.08
$α$	0.1155	8.82
$β$	0.8452	55.68
$γ_{1}$	0.0540	4.75
$γ_{2}$	-0.0857	-4.76
$γ_{3}$	0.0418	2.98
$γ_{4}$	-0.0085	-0.70
$γ_{5}$	-0.0011	-0.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts