V-Lab: Yamaha Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Yamaha Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:30.29% (-2.23%)

Analysis last updated: Sunday, April 28, 2024 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8723	7.73
$α$	0.1222	7.08
$β$	0.7379	21.81
$γ_{1}$	-0.0745	-2.67
$γ_{2}$	0.1372	3.45
$γ_{3}$	-0.1484	-6.39
$γ_{4}$	0.1609	8.15
$γ_{5}$	-0.1028	-4.69
$γ_{6}$	0.0342	1.26
$γ_{7}$	-0.0181	-0.55
$γ_{8}$	0.0199	0.72

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts