V-Lab: Dai Nippon Printing Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Dai Nippon Printing Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:25.51% (+0.04%)

Analysis last updated: Sunday, April 28, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0397	12.73
$β$	0.8038	115.09
$γ$	0.1032	15.83
$λ_{1}$	1.1769	0.39
$λ_{2}$	0.6457	0.38
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 4, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts