V-Lab: TOPPAN Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

TOPPAN Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:23.69% (-0.81%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1005	13.69
$α$	0.0804	7.24
$β$	0.8846	60.45
$γ_{1}$	0.0002	1.57

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

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Volatility Forecasts