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

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V-Lab

Isuzu Motors Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:21.48% (-1.11%)

Analysis last updated: Sunday, April 28, 2024 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0117	4.79
$α$	0.1192	8.55
$β$	0.8228	43.73
$γ_{1}$	-0.1361	-2.06
$γ_{2}$	0.2659	2.83
$γ_{3}$	-0.1726	-2.53
$γ_{4}$	-0.0331	-0.45
$γ_{5}$	0.1789	2.44
$γ_{6}$	-0.1905	-2.38
$γ_{7}$	0.1309	1.81
$γ_{8}$	-0.0381	-0.63
$γ_{9}$	0.0081	0.13
$γ_{10}$	-0.1217	-1.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts