V-Lab: Suzuki Motor Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Suzuki Motor Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:27.56% (-0.77%)

Analysis last updated: Friday, May 3, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0611	17.67
$β$	0.8064	131.84
$γ$	0.0844	16.34
$λ_{1}$	0.0557	4.19
$λ_{2}$	0.0490	5.14
$λ_{3}$	0.9395	79.00

Estimation Period:
Jan 3, 1990 to May 2, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts