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

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V-Lab

Hino Motors Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:47.67% (-1.81%)

Analysis last updated: Sunday, April 28, 2024 at 12:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8709	4.42
$α$	0.1137	8.23
$β$	0.7959	31.06
$γ_{1}$	-0.0974	-1.43
$γ_{2}$	0.2141	2.27
$γ_{3}$	-0.2089	-3.46
$γ_{4}$	0.0358	0.66
$γ_{5}$	0.2200	4.96
$γ_{6}$	-0.3007	-7.17
$γ_{7}$	0.2041	4.74
$γ_{8}$	-0.1125	-2.41
$γ_{9}$	0.1204	2.43
$γ_{10}$	-0.1367	-1.26

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts