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

V-Lab

| |

V-Lab

Citizen Watch Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:30.68% (+1.46%)

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
$ω$	1.4782	7.32
$α$	0.0926	8.74
$β$	0.8411	43.18
$γ_{1}$	0.0765	2.80
$γ_{2}$	-0.0390	-0.96
$γ_{3}$	-0.1319	-4.64
$γ_{4}$	0.1786	6.86
$γ_{5}$	-0.1221	-4.25
$γ_{6}$	0.0355	1.09
$γ_{7}$	0.0185	0.56
$γ_{8}$	-0.0245	-0.93

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts