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

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V-Lab

Hino Motors Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:48.77% (-1.76%)

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
$ω$	0.9337	4.80
$α$	0.1137	8.20
$β$	0.7978	31.73
$γ_{1}$	-0.0642	-0.98
$γ_{2}$	0.1630	1.77
$γ_{3}$	-0.1804	-2.91
$γ_{4}$	0.0219	0.39
$γ_{5}$	0.2200	4.89
$γ_{6}$	-0.2906	-6.86
$γ_{7}$	0.1897	4.32
$γ_{8}$	-0.0970	-1.97
$γ_{9}$	0.1013	1.82
$γ_{10}$	-0.1018	-2.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts