V-Lab: Ricoh Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Ricoh Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.26% (-0.57%)

Analysis last updated: Thursday, May 2, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1760	4.61
$α$	0.0830	7.41
$β$	0.8601	43.97
$γ_{1}$	-0.0282	-0.67
$γ_{2}$	0.1033	1.76
$γ_{3}$	-0.1716	-5.23
$γ_{4}$	0.1826	6.43
$γ_{5}$	-0.1402	-5.20
$γ_{6}$	0.0779	2.67
$γ_{7}$	-0.0316	-1.06
$γ_{8}$	0.0099	0.44

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

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Volatility Forecasts

Volatility Forecasts